+171.6%
OVV vs ARWR
+564.2%
-392.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.7% |
| 7D | +0.3% | +1.7% | -1.4% | +0.2% |
| 30D | +11.7% | -0.7% | +12.4% | +11.7% |
| 3M | +9.8% | +14.9% | -5.1% | +9.5% |
| 6M | +26.6% | +32.6% | -6.1% | +25.9% |
| YTD | +67.0% | +30.0% | +37.0% | +66.2% |
| 1Y | +55.9% | +208.4% | -152.4% | +53.2% |
| 3Y | +45.5% | +208.8% | -163.3% | +42.3% |
| 5Y | +157.3% | +27.8% | +129.5% | +153.4% |
| 10Y | +65.0% | +1,107.6% | -1,042.6% | +58.5% |
| All | +171.6% | +564.2% | -392.5% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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