-19.6%
OTIS vs OVV
+59.6%
-79.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.0% |
| 7D | -2.2% | -3.8% | +1.6% | -2.5% |
| 30D | -4.3% | +1.3% | -5.6% | -4.2% |
| 3M | -2.2% | +14.3% | -16.5% | -1.0% |
| 6M | -19.9% | +21.1% | -41.0% | -19.3% |
| YTD | -19.3% | +66.0% | -85.4% | -20.1% |
| 1Y | -19.6% | +59.3% | -78.8% | -20.9% |
| All | -19.6% | +59.6% | -79.2% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling