+291.3%
IR vs OVV
+41.4%
+249.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.7% |
| 7D | -2.8% | +0.3% | -3.1% | -2.9% |
| 30D | -15.1% | +11.7% | -26.9% | -17.5% |
| 3M | +6.1% | +9.8% | -3.7% | +3.0% |
| 6M | -16.8% | +26.6% | -43.4% | -22.6% |
| YTD | -3.5% | +67.0% | -70.6% | -16.4% |
| 1Y | -3.5% | +55.9% | -59.4% | -15.4% |
| 3Y | +9.5% | +45.5% | -36.0% | -4.6% |
| 5Y | +45.1% | +157.3% | -112.3% | +4.1% |
| All | +291.3% | +41.4% | +249.9% | +153.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling