-33.6%
BTDR vs OVV
+85.0%
-118.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | 0.0% | +9.9% | +9.9% |
| 7D | +7.1% | -10.7% | +17.9% | +8.6% |
| 30D | -31.4% | -5.3% | -26.1% | -31.0% |
| 3M | -39.2% | +2.4% | -41.6% | -39.7% |
| 6M | -50.9% | +5.7% | -56.6% | -51.8% |
| YTD | -41.0% | +56.8% | -97.8% | -46.8% |
| 1Y | -69.9% | +59.3% | -129.2% | -73.0% |
| 3Y | +87.3% | +49.0% | +38.3% | +67.2% |
| 5Y | -33.6% | +88.1% | -121.8% | -41.5% |
| All | -33.6% | +85.0% | -118.7% | -41.5% |
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