+123.6%
HOOD vs OVV
+182.2%
-58.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.5% |
| 7D | -3.8% | +8.0% | -11.8% | -6.1% |
| 30D | -23.0% | -2.0% | -20.9% | -22.8% |
| 3M | -21.6% | +5.4% | -27.1% | -23.6% |
| 6M | +1.4% | +14.3% | -12.8% | -4.6% |
| YTD | -31.2% | +69.4% | -100.6% | -44.9% |
| 1Y | -35.9% | +72.4% | -108.3% | -49.1% |
| 3Y | +836.9% | +58.4% | +778.6% | +648.9% |
| 5Y | +121.1% | +106.1% | +15.0% | +67.0% |
| All | +123.6% | +182.2% | -58.6% | +112.4% |
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