+25.1%
BROS vs OVV
+146.3%
-121.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | -0.9% | -3.7% | +2.8% | 0.0% |
| 30D | -13.5% | +8.0% | -21.4% | -15.3% |
| 3M | -18.4% | +11.3% | -29.7% | -21.4% |
| 6M | -10.6% | +24.0% | -34.6% | -17.3% |
| YTD | -25.1% | +65.3% | -90.4% | -36.7% |
| 1Y | -28.6% | +60.2% | -88.8% | -39.6% |
| 3Y | +65.6% | +46.9% | +18.6% | +39.0% |
| All | +25.1% | +146.3% | -121.3% | +45.6% |
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