+1,382.0%
FERG vs OVV
-47.1%
+1,429.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -2.1% | -16.7% | +14.6% | -1.5% |
| 30D | +8.7% | -1.5% | +10.2% | +8.7% |
| 3M | -7.4% | +1.6% | -9.0% | -7.5% |
| 6M | -6.6% | +2.0% | -8.7% | -6.8% |
| YTD | +6.6% | +56.8% | -50.2% | +4.5% |
| 1Y | -3.6% | +64.8% | -68.4% | -5.6% |
| 3Y | +56.4% | +38.3% | +18.1% | +53.3% |
| 5Y | +67.5% | +84.9% | -17.4% | +63.4% |
| 10Y | +434.6% | +54.5% | +380.1% | +452.5% |
| All | +1,382.0% | -47.1% | +1,429.1% | +1,464.6% |
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