+56.0%
OVV vs BAH
+198.8%
-142.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.8% |
| 7D | +8.0% | +1.7% | +6.3% | +7.5% |
| 30D | -2.0% | +20.8% | -22.8% | -7.6% |
| 3M | +5.4% | +11.6% | -6.1% | +1.6% |
| 6M | +14.3% | +23.1% | -8.8% | +6.2% |
| YTD | +69.4% | +5.3% | +64.2% | +62.5% |
| 1Y | +72.4% | +6.1% | +66.2% | +64.6% |
| 3Y | +58.4% | -27.5% | +85.9% | +60.6% |
| 5Y | +106.1% | +6.2% | +99.9% | +71.3% |
| All | +56.0% | +198.8% | -142.8% | +4.8% |
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