+18.2%
EWJ vs OVV
+75.2%
-57.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.6% | +7.0% | +0.8% |
| 7D | -1.2% | -12.1% | +10.9% | -2.5% |
| 30D | -5.5% | +2.9% | -8.3% | -5.1% |
| 3M | -0.8% | +3.7% | -4.5% | -0.2% |
| 6M | +7.1% | +0.6% | +6.5% | +7.7% |
| YTD | +16.9% | +62.5% | -45.6% | +15.2% |
| 1Y | +18.2% | +72.0% | -53.8% | +15.7% |
| All | +18.2% | +75.2% | -57.0% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling