-7.9%
BROS vs OVV
+133.7%
-141.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | -21.2% | -16.7% | -4.6% | -17.7% |
| 30D | -11.6% | -1.5% | -10.1% | -11.3% |
| 3M | -36.7% | +1.6% | -38.2% | -37.2% |
| 6M | -42.8% | +2.0% | -44.9% | -43.8% |
| YTD | -44.8% | +56.8% | -101.6% | -52.9% |
| 1Y | -36.5% | +64.8% | -101.4% | -46.8% |
| 3Y | +27.0% | +38.3% | -11.3% | +8.3% |
| 5Y | -50.3% | +84.9% | -135.2% | -61.2% |
| All | -7.9% | +133.7% | -141.6% | +8.3% |
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