+27.0%
BROS vs OVV
+148.9%
-121.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.5% | +1.2% |
| 7D | -6.7% | +0.3% | -6.9% | -6.8% |
| 30D | -29.1% | +11.7% | -40.8% | -31.3% |
| 3M | -16.7% | +9.8% | -26.5% | -19.4% |
| 6M | -11.6% | +26.6% | -38.2% | -18.7% |
| YTD | -23.9% | +67.0% | -90.9% | -35.9% |
| 1Y | -34.8% | +55.9% | -90.7% | -44.2% |
| 3Y | +62.1% | +45.5% | +16.6% | +36.6% |
| All | +27.0% | +148.9% | -121.9% | +47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling