-1.8%
BROS vs OVV
+133.6%
-135.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | 0.0% | +6.7% | +6.6% |
| 7D | -17.9% | -10.7% | -7.2% | -15.5% |
| 30D | -5.4% | -5.3% | -0.1% | -4.2% |
| 3M | -32.1% | +2.4% | -34.5% | -32.8% |
| 6M | -31.7% | +5.7% | -37.3% | -33.6% |
| YTD | -41.2% | +56.8% | -97.9% | -49.8% |
| 1Y | -32.6% | +59.3% | -91.9% | -42.9% |
| 3Y | +32.7% | +49.0% | -16.3% | +10.7% |
| 5Y | -44.2% | +88.1% | -132.4% | -56.0% |
| All | -1.8% | +133.6% | -135.4% | +15.5% |
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