+906.4%
MOD vs OVV
+50.1%
+856.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.4% | +5.9% |
| 7D | -25.5% | -16.7% | -8.9% | -21.4% |
| 30D | -49.0% | -1.5% | -47.5% | -48.7% |
| 3M | -49.8% | +1.6% | -51.4% | -50.2% |
| 6M | -64.8% | +2.0% | -66.8% | -65.3% |
| YTD | -27.6% | +56.8% | -84.4% | -37.6% |
| 1Y | -35.2% | +64.8% | -100.0% | -45.1% |
| 3Y | +137.1% | +38.3% | +98.9% | +109.2% |
| 5Y | +760.3% | +84.9% | +675.4% | +560.5% |
| All | +906.4% | +50.1% | +856.3% | +484.9% |
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 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