+158.7%
OVV vs AGI
+390.0%
-231.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.8% |
| 7D | -3.7% | +4.4% | -8.1% | -4.4% |
| 30D | +8.0% | +10.0% | -2.0% | +6.1% |
| 3M | +11.3% | +1.7% | +9.5% | +10.0% |
| 6M | +24.0% | -26.8% | +50.8% | +29.8% |
| YTD | +65.3% | -5.3% | +70.7% | +60.8% |
| 1Y | +60.2% | +11.5% | +48.7% | +47.9% |
| 3Y | +46.9% | +212.9% | -166.0% | -7.3% |
| 5Y | +158.7% | +388.8% | -230.1% | +30.2% |
| All | +158.7% | +390.0% | -231.3% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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