+894.6%
FIX vs OVV
+88.6%
+806.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.9% | -8.7% | -10.9% |
| 7D | -27.2% | -14.9% | -12.3% | -24.5% |
| 30D | -46.9% | -0.9% | -46.0% | -46.9% |
| 3M | -44.4% | +5.6% | -50.0% | -45.3% |
| 6M | -50.9% | -2.5% | -48.4% | -51.1% |
| YTD | +3.5% | +57.8% | -54.3% | -9.5% |
| 1Y | -2.1% | +70.1% | -72.2% | -16.5% |
| 3Y | +418.7% | +35.1% | +383.6% | +358.7% |
| 5Y | +894.6% | +86.1% | +808.5% | +685.9% |
| All | +894.6% | +88.6% | +806.0% | +685.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling