+246.0%
ORCL vs OVV
+46.5%
+199.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.7% |
| 7D | -6.5% | -7.3% | +0.8% | -5.7% |
| 30D | -16.6% | -3.6% | -13.0% | -16.2% |
| 3M | -21.6% | -2.6% | -19.0% | -21.5% |
| 6M | -39.4% | +7.6% | -46.9% | -40.1% |
| YTD | -38.7% | +59.6% | -98.3% | -42.3% |
| 1Y | -50.4% | +62.2% | -112.6% | -53.4% |
| 3Y | +8.1% | +49.6% | -41.5% | +1.4% |
| 5Y | +34.5% | +98.9% | -64.4% | +19.6% |
| 10Y | +246.0% | +45.1% | +200.9% | +175.6% |
| All | +246.0% | +46.5% | +199.5% | +175.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling