+83.5%
OVV vs ACM
-2.7%
+86.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | -16.7% | +5.4% | -22.0% | -18.9% |
| 30D | -1.5% | +15.1% | -16.6% | -8.4% |
| 3M | +1.6% | -10.5% | +12.0% | +5.9% |
| 6M | +2.0% | -19.7% | +21.7% | +12.1% |
| YTD | +56.8% | -28.8% | +85.6% | +81.5% |
| 1Y | +64.8% | -47.9% | +112.7% | +135.0% |
| 3Y | +38.3% | -12.4% | +50.6% | +24.9% |
| All | +83.5% | -2.7% | +86.2% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling