+414.1%
CARR vs OVV
+2,947.1%
-2,533.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | -4.1% | -2.9% | -1.2% | -3.7% |
| 30D | -11.0% | +0.9% | -11.8% | -11.1% |
| 3M | -16.4% | +11.0% | -27.4% | -18.1% |
| 6M | -2.4% | +22.3% | -24.7% | -6.6% |
| YTD | +8.4% | +65.1% | -56.6% | -1.9% |
| 1Y | -8.0% | +53.1% | -61.1% | -15.9% |
| 3Y | +0.6% | +46.7% | -46.1% | -9.0% |
| 5Y | +7.7% | +155.5% | -147.8% | -14.0% |
| All | +414.1% | +2,947.1% | -2,533.0% | +208.4% |
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 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