+161.8%
MAR vs OVV
+160.2%
+1.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.4% |
| 7D | -4.2% | +0.3% | -4.4% | -4.2% |
| 30D | -6.7% | +11.7% | -18.4% | -8.6% |
| 3M | -12.5% | +9.8% | -22.3% | -14.3% |
| 6M | +0.6% | +26.6% | -26.0% | -5.0% |
| YTD | +9.1% | +67.0% | -57.9% | -3.2% |
| 1Y | +26.2% | +55.9% | -29.7% | +13.2% |
| 3Y | +68.2% | +45.5% | +22.7% | +48.9% |
| All | +161.8% | +160.2% | +1.7% | +97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling