+96.4%
F vs OVV
+148.3%
-51.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.7% | -0.4% |
| 7D | +1.4% | -14.9% | +16.3% | +5.3% |
| 30D | +2.0% | -0.9% | +3.0% | +1.9% |
| 3M | -10.4% | +5.6% | -15.9% | -12.1% |
| 6M | +9.7% | -2.5% | +12.2% | +8.9% |
| YTD | -1.2% | +57.8% | -59.0% | -14.1% |
| 1Y | 0.0% | +70.1% | -70.0% | -14.9% |
| 3Y | +41.1% | +35.1% | +6.0% | +24.0% |
| 5Y | -11.4% | +86.1% | -97.5% | -31.4% |
| 10Y | +85.0% | +55.5% | +29.4% | +9.9% |
| All | +96.4% | +148.3% | -51.9% | -15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling