+852.4%
FDX vs OVV
+158.7%
+693.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +0.4% |
| 7D | -2.1% | +1.2% | -3.3% | -2.3% |
| 30D | +10.4% | -2.5% | +12.9% | +10.7% |
| 3M | +0.5% | +0.5% | 0.0% | -0.1% |
| 6M | +6.5% | +8.5% | -2.0% | +3.9% |
| YTD | +40.2% | +64.5% | -24.2% | +25.0% |
| 1Y | +52.1% | +64.7% | -12.6% | +35.2% |
| 3Y | +72.8% | +54.1% | +18.7% | +52.9% |
| 5Y | +76.3% | +95.4% | -19.1% | +41.9% |
| 10Y | +155.7% | +54.9% | +100.8% | +65.7% |
| All | +852.4% | +158.7% | +693.7% | +404.6% |
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