+380.0%
MOD vs OVV
+155.6%
+224.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -5.6% | -15.8% | -19.5% |
| 7D | -31.3% | -12.1% | -19.2% | -27.9% |
| 30D | -46.1% | +2.9% | -49.0% | -46.6% |
| 3M | -51.1% | +3.7% | -54.8% | -52.0% |
| 6M | -62.1% | +0.6% | -62.7% | -62.7% |
| YTD | -26.2% | +62.5% | -88.6% | -39.6% |
| 1Y | -32.6% | +72.0% | -104.6% | -46.2% |
| 3Y | +133.8% | +39.1% | +94.7% | +98.7% |
| 5Y | +792.8% | +98.5% | +694.3% | +509.1% |
| 10Y | +959.8% | +60.1% | +899.7% | +399.9% |
| All | +380.0% | +155.6% | +224.4% | +57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling