+16.3%
FIX vs OVV
+70.1%
-53.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -5.0% | -2.6% |
| 7D | +17.0% | +6.5% | +10.5% | +17.6% |
| 30D | -30.6% | -2.7% | -27.9% | -30.8% |
| 3M | -35.0% | +3.1% | -38.2% | -34.6% |
| 6M | -44.0% | +12.8% | -56.8% | -42.5% |
| YTD | +21.1% | +68.1% | -47.0% | +30.5% |
| 1Y | +16.3% | +73.6% | -57.4% | +26.3% |
| All | +16.3% | +70.1% | -53.8% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling