+56.0%
OVV vs ACM
+132.6%
-76.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.3% |
| 7D | +8.0% | +5.6% | +2.4% | +3.3% |
| 30D | -2.0% | +20.8% | -22.9% | -16.3% |
| 3M | +5.4% | +11.4% | -6.0% | -5.1% |
| 6M | +14.3% | +0.9% | +13.3% | +8.0% |
| YTD | +69.4% | -24.8% | +94.2% | +96.7% |
| 1Y | +72.4% | -46.4% | +118.8% | +166.4% |
| 3Y | +58.4% | -9.2% | +67.6% | +43.8% |
| 5Y | +106.1% | +5.0% | +101.1% | +60.5% |
| All | +56.0% | +132.6% | -76.6% | -12.6% |
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