-83.0%
FRMI vs OVV
+64.7%
-147.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.1% |
| 7D | +15.9% | -3.8% | +19.7% | +15.7% |
| 30D | -6.0% | +1.3% | -7.2% | -5.9% |
| 3M | -1.6% | +14.3% | -15.9% | -0.5% |
| 6M | -30.7% | +21.1% | -51.8% | -31.2% |
| YTD | -30.9% | +66.0% | -96.9% | -31.6% |
| All | -83.0% | +64.7% | -147.7% | -83.3% |
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