-10.8%
OVV vs ARMK
+299.4%
-310.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +1.0% | -0.9% |
| 7D | -14.9% | -10.2% | -4.7% | -10.1% |
| 30D | -0.9% | -9.3% | +8.4% | +3.9% |
| 3M | +5.6% | -11.4% | +17.0% | +11.4% |
| 6M | -2.5% | +11.6% | -14.1% | -9.7% |
| YTD | +57.8% | +37.5% | +20.3% | +29.0% |
| 1Y | +70.1% | +34.9% | +35.2% | +40.2% |
| 3Y | +35.1% | +83.4% | -48.3% | -8.6% |
| 5Y | +86.1% | +87.9% | -1.8% | +20.9% |
| 10Y | +55.5% | +117.0% | -61.5% | +2.4% |
| All | -10.8% | +299.4% | -310.2% | -46.1% |
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