-95.3%
FRMI vs OVV
+58.4%
-153.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.8% | -9.0% | -7.2% |
| 7D | -24.3% | -7.3% | -17.1% | -24.4% |
| 30D | -55.1% | -3.6% | -51.5% | -54.6% |
| 3M | -73.8% | -2.6% | -71.2% | -73.4% |
| 6M | -70.6% | +7.6% | -78.1% | -69.9% |
| YTD | -80.8% | +59.6% | -140.4% | -80.7% |
| 1Y | -93.9% | +62.2% | -156.1% | -93.7% |
| All | -95.3% | +58.4% | -153.6% | -95.3% |
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 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