+42.5%
OVV vs BAH
+218.8%
-176.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.5% |
| 7D | -10.7% | -1.5% | -9.2% | -10.4% |
| 30D | -5.3% | +17.3% | -22.5% | -9.9% |
| 3M | +2.4% | +14.9% | -12.5% | -2.2% |
| 6M | +5.7% | +14.2% | -8.6% | +0.4% |
| YTD | +56.8% | +5.1% | +51.6% | +50.5% |
| 1Y | +59.3% | +2.1% | +57.2% | +54.1% |
| 3Y | +49.0% | -26.0% | +75.0% | +49.6% |
| 5Y | +88.1% | +9.0% | +79.2% | +54.7% |
| 10Y | +42.5% | +208.8% | -166.2% | +3.4% |
| All | +42.5% | +218.8% | -176.2% | +3.4% |
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