+139.3%
HOOD vs OVV
+161.1%
-21.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -0.6% | -10.7% | +10.1% | +2.8% |
| 30D | -23.6% | -5.3% | -18.3% | -22.6% |
| 3M | -10.7% | +2.4% | -13.1% | -12.2% |
| 6M | +8.2% | +5.7% | +2.5% | +4.3% |
| YTD | -26.3% | +56.8% | -83.1% | -39.6% |
| 1Y | -36.1% | +59.3% | -95.4% | -48.0% |
| 3Y | +950.7% | +49.0% | +901.7% | +756.5% |
| 5Y | +127.0% | +88.1% | +38.9% | +75.2% |
| All | +139.3% | +161.1% | -21.8% | +132.9% |
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 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