+244.8%
ORCL vs OVV
+50.1%
+194.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +0.9% |
| 7D | -11.2% | -16.7% | +5.5% | -9.3% |
| 30D | -18.8% | -1.5% | -17.3% | -18.7% |
| 3M | -18.8% | +1.6% | -20.3% | -19.1% |
| 6M | -39.7% | +2.0% | -41.8% | -40.1% |
| YTD | -39.6% | +56.8% | -96.4% | -43.1% |
| 1Y | -51.7% | +64.8% | -116.6% | -54.8% |
| 3Y | +10.2% | +38.3% | -28.0% | +4.2% |
| 5Y | +30.8% | +84.9% | -54.1% | +17.2% |
| All | +244.8% | +50.1% | +194.7% | +175.0% |
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