+53.9%
F vs OVV
+160.2%
-106.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.9% |
| 7D | +5.3% | +0.3% | +5.1% | +5.2% |
| 30D | +4.6% | +11.7% | -7.1% | +1.5% |
| 3M | -3.7% | +9.8% | -13.5% | -6.4% |
| 6M | +16.8% | +26.6% | -9.7% | +7.6% |
| YTD | +15.3% | +67.0% | -51.7% | -2.8% |
| 1Y | +31.0% | +55.9% | -24.9% | +12.0% |
| 3Y | +45.4% | +45.5% | -0.1% | +22.8% |
| All | +53.9% | +160.2% | -106.2% | -6.2% |
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 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