-16.1%
OTIS vs OVV
+153.1%
-169.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | -0.8% | -3.7% | +3.0% | -0.4% |
| 30D | -4.7% | +8.0% | -12.7% | -5.5% |
| 3M | +1.2% | +11.3% | -10.0% | 0.0% |
| 6M | -20.5% | +24.0% | -44.5% | -22.7% |
| YTD | -18.4% | +65.3% | -83.8% | -23.5% |
| 1Y | -18.1% | +60.2% | -78.2% | -23.1% |
| 3Y | -10.6% | +46.9% | -57.5% | -16.6% |
| 5Y | -16.1% | +158.7% | -174.8% | -30.8% |
| All | -16.1% | +153.1% | -169.2% | -30.8% |
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