+43.8%
IR vs OVV
+88.6%
-44.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -2.2% |
| 7D | +2.3% | -14.9% | +17.2% | +5.6% |
| 30D | +3.3% | -0.9% | +4.3% | +3.2% |
| 3M | -9.0% | +5.6% | -14.6% | -10.6% |
| 6M | +8.0% | -2.5% | +10.5% | +7.3% |
| YTD | +3.4% | +57.8% | -54.4% | -9.8% |
| 1Y | +4.5% | +70.1% | -65.6% | -10.9% |
| 3Y | +25.6% | +35.1% | -9.6% | +10.5% |
| 5Y | +43.8% | +86.1% | -42.3% | +14.9% |
| All | +43.8% | +88.6% | -44.8% | +14.9% |
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 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