+2,456.1%
MAR vs OVV
+146.7%
+2,309.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +4.3% | -16.7% | +21.0% | +8.5% |
| 30D | +16.8% | -1.5% | +18.3% | +16.9% |
| 3M | +16.0% | +1.6% | +14.5% | +14.9% |
| 6M | +16.5% | +2.0% | +14.4% | +14.5% |
| YTD | +35.0% | +56.8% | -21.8% | +18.9% |
| 1Y | +49.4% | +64.8% | -15.5% | +29.7% |
| 3Y | +124.1% | +38.3% | +85.8% | +97.7% |
| 5Y | +159.2% | +84.9% | +74.3% | +101.8% |
| 10Y | +553.9% | +54.5% | +499.4% | +295.9% |
| All | +2,456.1% | +146.7% | +2,309.4% | +1,112.9% |
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