+415.4%
MAR vs OVV
+54.2%
+361.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.1% |
| 7D | -1.7% | -3.7% | +2.0% | -1.0% |
| 30D | -6.9% | +8.0% | -14.9% | -8.4% |
| 3M | -15.8% | +11.3% | -27.1% | -17.9% |
| 6M | +1.9% | +24.0% | -22.1% | -3.4% |
| YTD | +6.6% | +65.3% | -58.7% | -5.0% |
| 1Y | +23.7% | +60.2% | -36.5% | +10.5% |
| 3Y | +64.6% | +46.9% | +17.7% | +46.3% |
| 5Y | +156.4% | +158.7% | -2.4% | +94.6% |
| 10Y | +415.4% | +50.8% | +364.5% | +215.1% |
| All | +415.4% | +54.2% | +361.2% | +215.1% |
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