+1,397.3%
FANG vs OVV
-19.8%
+1,417.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -0.8% |
| 7D | +0.8% | +0.3% | +0.5% | +0.6% |
| 30D | +7.6% | +11.7% | -4.1% | +0.7% |
| 3M | -1.3% | +9.8% | -11.1% | -6.6% |
| 6M | +14.7% | +26.6% | -11.9% | -0.5% |
| YTD | +34.8% | +67.0% | -32.2% | -1.0% |
| 1Y | +42.9% | +55.9% | -13.0% | +9.0% |
| 3Y | +43.8% | +45.5% | -1.7% | +13.2% |
| 5Y | +225.8% | +157.3% | +68.5% | +77.2% |
| 10Y | +171.9% | +65.0% | +106.9% | +24.2% |
| All | +1,397.3% | -19.8% | +1,417.1% | +915.0% |
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