+129.5%
EW vs OVV
+63.7%
+65.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.3% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | +1.0% | +11.7% | -10.7% | -0.2% |
| 3M | +2.8% | +9.8% | -7.0% | +1.6% |
| 6M | +5.5% | +26.6% | -21.1% | +2.3% |
| YTD | +5.5% | +67.0% | -61.6% | -0.9% |
| 1Y | +11.0% | +55.9% | -44.9% | +4.9% |
| 3Y | +17.7% | +45.5% | -27.8% | +10.1% |
| 5Y | -25.7% | +157.3% | -183.1% | -36.8% |
| All | +129.5% | +63.7% | +65.8% | +58.6% |
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