-42.6%
BROS vs OVV
+107.0%
-149.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.8% | +5.7% | +6.3% |
| 7D | +6.3% | +8.0% | -1.7% | +4.1% |
| 30D | -8.3% | -2.0% | -6.3% | -8.0% |
| 3M | -29.8% | +5.4% | -35.2% | -31.1% |
| 6M | -25.8% | +14.3% | -40.1% | -29.5% |
| YTD | -41.4% | +69.4% | -110.8% | -51.5% |
| 1Y | -35.2% | +72.4% | -107.5% | -46.8% |
| 3Y | +32.8% | +58.4% | -25.6% | +7.6% |
| All | -42.6% | +107.0% | -149.6% | -59.8% |
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