+25.5%
LQD vs OVV
+57.6%
-32.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -0.9% |
| 7D | -1.5% | +6.5% | -8.1% | -1.6% |
| 30D | +0.9% | -2.7% | +3.5% | +0.9% |
| 3M | -1.7% | +3.1% | -4.8% | -1.7% |
| 6M | -2.8% | +12.8% | -15.6% | -2.9% |
| YTD | -2.8% | +68.1% | -70.9% | -3.3% |
| 1Y | -2.8% | +73.6% | -76.5% | -3.4% |
| 3Y | +15.5% | +57.6% | -42.1% | +14.6% |
| 5Y | -4.9% | +104.5% | -109.5% | -6.1% |
| All | +25.5% | +57.6% | -32.1% | +18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling