+171.6%
OVV vs A
+662.3%
-490.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.0% |
| 7D | +0.3% | -1.9% | +2.2% | +1.0% |
| 30D | +11.7% | +6.9% | +4.8% | +8.6% |
| 3M | +9.8% | +9.2% | +0.6% | +5.1% |
| 6M | +26.6% | +25.7% | +0.9% | +12.4% |
| YTD | +67.0% | +11.5% | +55.5% | +55.4% |
| 1Y | +55.9% | +18.4% | +37.6% | +40.5% |
| 3Y | +45.5% | +26.6% | +18.9% | +24.1% |
| 5Y | +157.3% | -12.8% | +170.2% | +152.7% |
| 10Y | +65.0% | +247.2% | -182.2% | -1.2% |
| All | +171.6% | +662.3% | -490.6% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 all: compounded portfolio wealth divided by compounded A 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…
all analysis · Full analysis span regression · 6 months rolling