+3,334.1%
FICO vs OVV
+162.8%
+3,171.3%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.7% | -14.9% | -16.3% |
| 7D | -19.2% | +0.3% | -19.4% | -19.2% |
| 30D | -14.6% | +11.7% | -26.3% | -16.5% |
| 3M | -20.1% | +9.8% | -29.9% | -21.9% |
| 6M | -36.3% | +26.6% | -62.9% | -39.8% |
| YTD | -44.9% | +67.0% | -111.9% | -50.8% |
| 1Y | -38.6% | +55.9% | -94.5% | -44.8% |
| 3Y | +4.0% | +45.5% | -41.5% | -7.7% |
| 5Y | +99.5% | +157.3% | -57.8% | +48.5% |
| 10Y | +604.7% | +65.0% | +539.7% | +321.7% |
| All | +3,334.1% | +162.8% | +3,171.3% | +1,369.2% |
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