-35.9%
BTDR vs OVV
+165.6%
-201.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -3.2% |
| 7D | -7.4% | -7.3% | -0.1% | -6.6% |
| 30D | -33.4% | -3.6% | -29.9% | -33.2% |
| 3M | -26.3% | -2.6% | -23.6% | -26.2% |
| 6M | -52.4% | +7.6% | -60.0% | -53.3% |
| YTD | -42.8% | +59.6% | -102.4% | -48.2% |
| 1Y | -63.7% | +62.2% | -125.9% | -67.2% |
| 3Y | +61.5% | +49.6% | +11.9% | +44.9% |
| 5Y | -35.6% | +98.9% | -134.6% | -42.9% |
| All | -35.9% | +165.6% | -201.5% | -43.2% |
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