+48.2%
OVV vs AVAV
+361.4%
-313.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.5% | -11.1% | -2.9% |
| 7D | -16.7% | -10.6% | -6.1% | -14.8% |
| 30D | -1.5% | -18.8% | +17.3% | +2.6% |
| 3M | +1.6% | -34.1% | +35.7% | +10.1% |
| 6M | +2.0% | -35.3% | +37.4% | +7.9% |
| YTD | +56.8% | -53.4% | +110.2% | +71.9% |
| 1Y | +64.8% | -65.6% | +130.5% | +94.8% |
| 3Y | +38.3% | -5.1% | +43.3% | +10.1% |
| 5Y | +84.9% | +18.5% | +66.4% | +27.4% |
| All | +48.2% | +361.4% | -313.2% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling