-3.8%
BROS vs OVV
+137.8%
-141.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.4% |
| 7D | -19.0% | -7.3% | -11.8% | -17.4% |
| 30D | -7.3% | -3.6% | -3.7% | -6.6% |
| 3M | -31.2% | -2.6% | -28.6% | -31.0% |
| 6M | -33.0% | +7.6% | -40.6% | -35.2% |
| YTD | -42.4% | +59.6% | -102.0% | -51.0% |
| 1Y | -37.7% | +62.2% | -99.9% | -47.5% |
| 3Y | +28.2% | +49.6% | -21.4% | +6.9% |
| 5Y | -43.4% | +98.9% | -142.3% | -54.5% |
| All | -3.8% | +137.8% | -141.6% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OVV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling