-41.2%
INTU vs OVV
+104.2%
-145.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | +0.1% |
| 7D | -3.9% | +1.2% | -5.2% | -4.1% |
| 30D | +12.0% | -2.5% | +14.5% | +12.1% |
| 3M | +2.3% | +0.5% | +1.8% | +1.8% |
| 6M | -12.1% | +8.5% | -20.6% | -13.9% |
| YTD | -47.5% | +64.5% | -112.0% | -52.7% |
| 1Y | -46.9% | +64.7% | -111.6% | -52.3% |
| 3Y | -33.5% | +54.1% | -87.6% | -41.1% |
| 5Y | -41.2% | +95.4% | -136.7% | -50.7% |
| All | -41.2% | +104.2% | -145.4% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling