+189.9%
LQD vs OVV
+199.0%
-9.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | 0.0% |
| 7D | -0.4% | +0.3% | -0.7% | -0.4% |
| 30D | -0.8% | +11.7% | -12.5% | -0.9% |
| 3M | -1.9% | +9.8% | -11.7% | -2.0% |
| 6M | -2.7% | +26.6% | -29.2% | -2.9% |
| YTD | -1.3% | +67.0% | -68.3% | -1.9% |
| 1Y | 0.0% | +55.9% | -55.9% | -0.6% |
| 3Y | +14.9% | +45.5% | -30.6% | +14.1% |
| 5Y | -4.6% | +157.3% | -161.9% | -6.1% |
| 10Y | +22.0% | +65.0% | -43.0% | +17.6% |
| All | +189.9% | +199.0% | -9.1% | +178.8% |
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 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