+88.8%
OTIS vs OVV
+3,003.7%
-2,914.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.7% |
| 7D | -3.0% | +6.5% | -9.5% | -3.5% |
| 30D | +14.0% | -2.7% | +16.6% | +14.1% |
| 3M | +4.9% | +3.1% | +1.8% | +4.4% |
| 6M | +5.4% | +12.8% | -7.4% | +3.8% |
| YTD | -10.2% | +68.1% | -78.3% | -15.3% |
| 1Y | -13.4% | +73.6% | -87.0% | -18.6% |
| 3Y | -0.7% | +57.6% | -58.3% | -7.1% |
| 5Y | -2.1% | +104.5% | -106.6% | -12.1% |
| All | +88.8% | +3,003.7% | -2,914.9% | +49.4% |
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 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