+23.9%
IR vs OVV
+58.8%
-34.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | +2.5% | +8.0% | -5.5% | +1.1% |
| 30D | +9.2% | -2.0% | +11.2% | +9.3% |
| 3M | +0.9% | +5.4% | -4.5% | -0.6% |
| 6M | +19.2% | +14.3% | +5.0% | +14.7% |
| YTD | +7.5% | +69.4% | -62.0% | -9.5% |
| 1Y | +11.7% | +72.4% | -60.6% | -6.7% |
| 3Y | +23.9% | +58.4% | -34.5% | +4.5% |
| All | +23.9% | +58.8% | -34.9% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling