+48.2%
FANG vs OVV
+52.7%
-4.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.2% |
| 7D | -0.4% | -3.8% | +3.4% | +2.5% |
| 30D | +2.4% | +1.3% | +1.1% | +1.4% |
| 3M | +4.9% | +14.3% | -9.5% | -5.2% |
| 6M | +12.0% | +21.1% | -9.1% | -3.2% |
| YTD | +37.1% | +66.0% | -28.9% | -6.6% |
| 1Y | +52.3% | +59.3% | -7.0% | +6.4% |
| All | +48.2% | +52.7% | -4.4% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling