+56.0%
OVV vs AZO
+334.0%
-278.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | +8.0% | +1.3% | +6.7% | +7.7% |
| 30D | -2.0% | +12.0% | -14.0% | -5.1% |
| 3M | +5.4% | +7.2% | -1.8% | +3.1% |
| 6M | +14.3% | -3.2% | +17.5% | +14.3% |
| YTD | +69.4% | -3.9% | +73.3% | +68.7% |
| 1Y | +72.4% | -14.7% | +87.0% | +77.5% |
| 3Y | +58.4% | +20.4% | +38.0% | +42.9% |
| 5Y | +106.1% | +72.8% | +33.3% | +60.2% |
| All | +56.0% | +334.0% | -278.1% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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