+35.5%
ORCL vs OVV
+85.0%
-49.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | +0.5% | -10.7% | +11.2% | +2.2% |
| 30D | -15.3% | -5.3% | -10.0% | -14.6% |
| 3M | -18.2% | +2.4% | -20.6% | -18.8% |
| 6M | -38.4% | +5.7% | -44.1% | -39.3% |
| YTD | -37.7% | +56.8% | -94.5% | -42.9% |
| 1Y | -49.3% | +59.3% | -108.5% | -53.6% |
| 3Y | +10.6% | +49.0% | -38.3% | +0.6% |
| 5Y | +35.5% | +88.1% | -52.6% | +14.8% |
| All | +35.5% | +85.0% | -49.5% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling