+48.2%
OVV vs BAH
+220.7%
-172.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | +0.7% |
| 7D | -16.7% | -3.5% | -13.1% | -15.8% |
| 30D | -1.5% | +24.3% | -25.8% | -8.0% |
| 3M | +1.6% | +16.3% | -14.8% | -3.4% |
| 6M | +2.0% | +13.6% | -11.6% | -2.9% |
| YTD | +56.8% | +3.5% | +53.3% | +51.2% |
| 1Y | +64.8% | +2.7% | +62.1% | +59.1% |
| 3Y | +38.3% | -26.6% | +64.8% | +39.0% |
| 5Y | +84.9% | +8.5% | +76.4% | +51.9% |
| All | +48.2% | +220.7% | -172.5% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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