-33.5%
MOD vs OVV
+58.4%
-92.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | 0.0% | +9.9% | +9.9% |
| 7D | -13.9% | -10.7% | -3.2% | -14.2% |
| 30D | -41.5% | -5.3% | -36.2% | -41.1% |
| 3M | -45.7% | +2.4% | -48.1% | -44.9% |
| 6M | -61.1% | +5.7% | -66.8% | -60.3% |
| YTD | -20.5% | +56.8% | -77.3% | -25.9% |
| All | -33.5% | +58.4% | -92.0% | -37.5% |
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