-0.9%
OVV vs AR
-27.2%
+26.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.3% |
| 7D | +0.3% | +2.5% | -2.2% | -1.2% |
| 30D | +11.7% | +14.8% | -3.1% | +3.1% |
| 3M | +9.8% | +6.2% | +3.6% | +5.9% |
| 6M | +26.6% | +4.3% | +22.3% | +23.4% |
| YTD | +67.0% | +14.4% | +52.7% | +53.3% |
| 1Y | +55.9% | +21.3% | +34.6% | +37.5% |
| 3Y | +45.5% | +39.8% | +5.7% | +13.1% |
| 5Y | +157.3% | +142.1% | +15.3% | +42.0% |
| 10Y | +65.0% | +52.0% | +13.0% | +21.7% |
| All | -0.9% | -27.2% | +26.3% | +2.1% |
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