+62.8%
META vs OVV
+160.2%
-97.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.2% |
| 7D | +6.7% | +0.3% | +6.4% | +6.6% |
| 30D | +4.8% | +11.7% | -7.0% | +3.0% |
| 3M | -1.6% | +9.8% | -11.4% | -3.3% |
| 6M | -7.5% | +26.6% | -34.0% | -11.9% |
| YTD | -6.4% | +67.0% | -73.4% | -15.6% |
| 1Y | -17.3% | +55.9% | -73.3% | -24.8% |
| 3Y | +109.9% | +45.5% | +64.4% | +88.0% |
| All | +62.8% | +160.2% | -97.4% | +38.1% |
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 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