-32.6%
MOD vs OVV
+75.2%
-107.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -5.6% | -15.8% | -21.5% |
| 7D | -31.3% | -12.1% | -19.2% | -31.9% |
| 30D | -46.1% | +2.9% | -49.0% | -45.5% |
| 3M | -51.1% | +3.7% | -54.8% | -50.5% |
| 6M | -62.1% | +0.6% | -62.7% | -61.4% |
| YTD | -26.2% | +62.5% | -88.6% | -31.1% |
| 1Y | -32.6% | +72.0% | -104.6% | -36.1% |
| All | -32.6% | +75.2% | -107.7% | -36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling