+171.6%
OVV vs APD
+1,074.8%
-903.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.1% |
| 7D | +0.3% | -2.2% | +2.5% | +1.8% |
| 30D | +11.7% | +2.1% | +9.6% | +10.1% |
| 3M | +9.8% | +7.2% | +2.6% | +3.7% |
| 6M | +26.6% | +11.2% | +15.3% | +16.2% |
| YTD | +67.0% | +24.4% | +42.6% | +41.4% |
| 1Y | +55.9% | +6.7% | +49.3% | +44.9% |
| 3Y | +45.5% | +9.2% | +36.3% | +27.3% |
| 5Y | +157.3% | +27.4% | +130.0% | +97.6% |
| 10Y | +65.0% | +164.8% | -99.8% | -10.6% |
| All | +171.6% | +1,074.8% | -903.1% | -36.1% |
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