-83.2%
FIG vs OVV
+50.4%
-133.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.2% | +3.1% |
| 7D | -12.6% | -10.7% | -1.9% | -11.7% |
| 30D | -13.8% | -5.3% | -8.5% | -13.7% |
| 3M | -16.7% | +2.4% | -19.1% | -17.2% |
| 6M | -6.1% | +5.7% | -11.7% | -7.6% |
| YTD | -48.1% | +56.8% | -104.8% | -50.3% |
| 1Y | -56.2% | +59.3% | -115.4% | -58.2% |
| All | -83.2% | +50.4% | -133.6% | -84.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling