-50.2%
BROS vs OVV
+84.0%
-134.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | -21.2% | -16.7% | -4.6% | -17.3% |
| 30D | -11.6% | -1.5% | -10.1% | -11.3% |
| 3M | -36.7% | +1.6% | -38.2% | -37.3% |
| 6M | -42.8% | +2.0% | -44.9% | -43.9% |
| YTD | -44.8% | +56.8% | -101.6% | -53.6% |
| 1Y | -36.5% | +64.8% | -101.4% | -47.7% |
| 3Y | +27.0% | +38.3% | -11.3% | +6.6% |
| All | -50.2% | +84.0% | -134.2% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling