+23.3%
LQD vs OVV
+55.1%
-31.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | 0.0% | -3.8% | +3.8% | 0.0% |
| 30D | -0.2% | +1.3% | -1.5% | -0.2% |
| 3M | -1.7% | +14.3% | -16.0% | -1.8% |
| 6M | -2.7% | +21.1% | -23.8% | -2.9% |
| YTD | -1.4% | +66.0% | -67.4% | -2.0% |
| 1Y | -1.0% | +59.3% | -60.3% | -1.5% |
| 3Y | +15.1% | +47.6% | -32.5% | +14.3% |
| 5Y | -5.2% | +162.0% | -167.1% | -6.5% |
| 10Y | +23.3% | +56.5% | -33.2% | +16.3% |
| All | +23.3% | +55.1% | -31.8% | +16.3% |
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