+254.6%
OMC vs OVV
+158.7%
+95.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.5% |
| 7D | +1.6% | +1.2% | +0.3% | +1.3% |
| 30D | +15.3% | -2.5% | +17.9% | +15.6% |
| 3M | +4.5% | +0.5% | +4.0% | +4.0% |
| 6M | +20.8% | +8.5% | +12.3% | +18.0% |
| YTD | +13.5% | +64.5% | -50.9% | +2.2% |
| 1Y | +25.2% | +64.7% | -39.4% | +12.5% |
| 3Y | +30.5% | +54.1% | -23.7% | +16.0% |
| 5Y | +52.7% | +95.4% | -42.8% | +24.0% |
| 10Y | +55.2% | +54.9% | +0.3% | +2.4% |
| All | +254.6% | +158.7% | +95.9% | +60.7% |
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