+10.5%
ON vs OVV
+54.1%
-43.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.0% | +2.7% | +4.7% |
| 7D | +3.3% | +1.2% | +2.1% | +3.0% |
| 30D | -3.1% | -2.5% | -0.6% | -2.6% |
| 3M | -9.2% | +0.5% | -9.7% | -9.9% |
| 6M | -31.4% | +8.5% | -39.8% | -34.3% |
| YTD | +36.0% | +64.5% | -28.5% | +5.8% |
| 1Y | +52.0% | +64.7% | -12.7% | +17.7% |
| All | +10.5% | +54.1% | -43.7% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling