+15.8%
LUV vs OVV
+58.2%
-42.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +0.7% | -3.8% | +4.4% | +1.3% |
| 30D | -13.4% | +1.3% | -14.7% | -13.7% |
| 3M | -9.6% | +14.3% | -23.9% | -12.3% |
| 6M | -8.9% | +21.1% | -30.0% | -13.3% |
| YTD | -5.2% | +66.0% | -71.2% | -15.3% |
| 1Y | +27.0% | +59.3% | -32.2% | +13.8% |
| 3Y | +39.6% | +47.6% | -7.9% | +24.5% |
| 5Y | -14.4% | +162.0% | -176.4% | -34.4% |
| All | +15.8% | +58.2% | -42.4% | -31.5% |
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