+45.1%
OVV vs ACM
+133.7%
-88.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.4% |
| 7D | -7.3% | +6.6% | -13.9% | -12.0% |
| 30D | -3.6% | +19.8% | -23.3% | -16.8% |
| 3M | -2.6% | -3.1% | +0.5% | -3.0% |
| 6M | +7.6% | -11.5% | +19.1% | +12.4% |
| YTD | +59.6% | -24.7% | +84.3% | +84.6% |
| 1Y | +62.2% | -45.1% | +107.3% | +143.2% |
| 3Y | +49.6% | -8.9% | +58.5% | +36.1% |
| 5Y | +98.9% | +5.4% | +93.5% | +56.1% |
| 10Y | +45.1% | +131.1% | -85.9% | -21.0% |
| All | +45.1% | +133.7% | -88.5% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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