+1,604.6%
MOD vs OVV
+63.7%
+1,540.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +4.8% |
| 7D | +9.6% | +0.3% | +9.3% | +9.5% |
| 30D | 0.0% | +11.7% | -11.7% | -3.2% |
| 3M | -35.4% | +9.8% | -45.2% | -37.5% |
| 6M | -7.3% | +26.6% | -33.8% | -14.7% |
| YTD | +45.8% | +67.0% | -21.2% | +23.8% |
| 1Y | +43.1% | +55.9% | -12.8% | +23.3% |
| 3Y | +297.7% | +45.5% | +252.2% | +245.3% |
| 5Y | +1,478.8% | +157.3% | +1,321.4% | +1,008.8% |
| All | +1,604.6% | +63.7% | +1,540.9% | +782.2% |
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 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