-5.6%
OVV vs ARMK
+350.8%
-356.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.3% |
| 7D | +0.3% | -2.4% | +2.7% | +1.5% |
| 30D | +11.7% | 0.0% | +11.7% | +11.2% |
| 3M | +9.8% | +6.7% | +3.1% | +5.3% |
| 6M | +26.6% | +38.8% | -12.3% | +4.1% |
| YTD | +67.0% | +55.2% | +11.8% | +28.8% |
| 1Y | +55.9% | +46.6% | +9.3% | +23.5% |
| 3Y | +45.5% | +112.9% | -67.4% | -8.9% |
| 5Y | +157.3% | +144.0% | +13.4% | +45.1% |
| 10Y | +65.0% | +132.4% | -67.4% | +4.0% |
| All | -5.6% | +350.8% | -356.4% | -46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling