+11.9%
IR vs OVV
+45.7%
-33.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.6% |
| 7D | -2.8% | +0.3% | -3.1% | -2.9% |
| 30D | -15.1% | +11.7% | -26.9% | -17.1% |
| 3M | +6.1% | +9.8% | -3.7% | +3.6% |
| 6M | -16.8% | +26.6% | -43.4% | -22.8% |
| YTD | -3.5% | +67.0% | -70.6% | -17.8% |
| 1Y | -3.5% | +55.9% | -59.4% | -16.5% |
| All | +11.9% | +45.7% | -33.8% | -4.9% |
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 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