-84.3%
FRMI vs OVV
+65.7%
-150.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.7% | +7.1% | +5.2% |
| 7D | +2.4% | +0.3% | +2.1% | +2.4% |
| 30D | -17.3% | +11.7% | -29.0% | -17.0% |
| 3M | -17.2% | +9.8% | -27.0% | -16.4% |
| 6M | -43.4% | +26.6% | -69.9% | -43.9% |
| YTD | -36.0% | +67.0% | -103.0% | -36.7% |
| All | -84.3% | +65.7% | -150.0% | -84.6% |
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 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