+156.7%
OVV vs APD
+1,106.8%
-950.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | +0.1% | -0.9% |
| 7D | -14.9% | -0.7% | -14.2% | -14.5% |
| 30D | -0.9% | +10.1% | -11.1% | -7.3% |
| 3M | +5.6% | +4.9% | +0.7% | +1.9% |
| 6M | -2.5% | +2.5% | -4.9% | -5.3% |
| YTD | +57.8% | +27.8% | +30.0% | +30.9% |
| 1Y | +70.1% | +32.9% | +37.2% | +36.1% |
| 3Y | +35.1% | +13.4% | +21.8% | +15.2% |
| 5Y | +86.1% | +12.8% | +73.3% | +56.0% |
| 10Y | +55.5% | +194.6% | -139.0% | -21.6% |
| All | +156.7% | +1,106.8% | -950.2% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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