-6.4%
OVV vs AR
-32.8%
+26.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | 0.0% | -1.2% |
| 7D | -14.9% | -11.7% | -3.2% | -8.4% |
| 30D | -0.9% | +1.8% | -2.8% | -1.9% |
| 3M | +5.6% | +6.0% | -0.4% | +2.0% |
| 6M | -2.5% | -7.0% | +4.5% | +1.6% |
| YTD | +57.8% | +5.6% | +52.2% | +51.6% |
| 1Y | +70.1% | +10.8% | +59.3% | +58.7% |
| 3Y | +35.1% | +19.3% | +15.8% | +15.2% |
| 5Y | +86.1% | +73.3% | +12.8% | +24.8% |
| 10Y | +55.5% | +47.6% | +7.9% | +16.1% |
| All | -6.4% | -32.8% | +26.4% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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