+852.0%
MOD vs OVV
+51.1%
+800.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.9% | -4.4% | -6.5% |
| 7D | -34.2% | -14.9% | -19.3% | -30.9% |
| 30D | -51.9% | -0.9% | -51.0% | -51.7% |
| 3M | -53.0% | +5.6% | -58.6% | -53.9% |
| 6M | -66.4% | -2.5% | -63.9% | -66.5% |
| YTD | -31.5% | +57.8% | -89.4% | -41.1% |
| 1Y | -39.6% | +70.1% | -109.6% | -49.2% |
| 3Y | +116.8% | +35.1% | +81.7% | +92.5% |
| 5Y | +713.8% | +86.1% | +627.7% | +523.8% |
| All | +852.0% | +51.1% | +800.9% | +452.3% |
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