+865.4%
MOD vs OVV
+162.8%
+702.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +4.9% |
| 7D | +9.6% | +0.3% | +9.3% | +9.4% |
| 30D | 0.0% | +11.7% | -11.7% | -4.1% |
| 3M | -35.4% | +9.8% | -45.2% | -38.1% |
| 6M | -7.3% | +26.6% | -33.8% | -16.6% |
| YTD | +45.8% | +67.0% | -21.2% | +18.5% |
| 1Y | +43.1% | +55.9% | -12.8% | +18.3% |
| 3Y | +297.7% | +45.5% | +252.2% | +231.7% |
| 5Y | +1,478.8% | +157.3% | +1,321.4% | +879.6% |
| 10Y | +1,633.4% | +65.0% | +1,568.4% | +701.7% |
| All | +865.4% | +162.8% | +702.6% | +215.2% |
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 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