+38.3%
OVV vs ARMK
+91.9%
-53.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.5% | -5.1% | -1.8% |
| 7D | -16.7% | -2.6% | -14.0% | -16.1% |
| 30D | -1.5% | -5.2% | +3.7% | -0.2% |
| 3M | +1.6% | -6.5% | +8.1% | +2.9% |
| 6M | +2.0% | +15.3% | -13.2% | -3.5% |
| YTD | +56.8% | +43.6% | +13.2% | +35.3% |
| 1Y | +64.8% | +42.1% | +22.8% | +42.6% |
| 3Y | +38.3% | +94.0% | -55.7% | +7.5% |
| All | +38.3% | +91.9% | -53.7% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 3y: compounded portfolio wealth divided by compounded ARMK 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…
3y analysis · Full analysis span regression · 6 months rolling