+42.5%
OVV vs BB
+33.0%
+9.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -1.2% |
| 7D | -10.7% | +15.0% | -25.7% | -13.5% |
| 30D | -5.3% | +3.5% | -8.8% | -6.7% |
| 3M | +2.4% | +2.7% | -0.3% | +0.2% |
| 6M | +5.7% | +44.7% | -39.1% | -6.7% |
| YTD | +56.8% | +143.3% | -86.5% | +21.1% |
| 1Y | +59.3% | +102.2% | -42.9% | +27.9% |
| 3Y | +49.0% | +156.1% | -107.1% | +4.3% |
| 5Y | +88.1% | -17.6% | +105.7% | +68.5% |
| 10Y | +42.5% | +29.0% | +13.6% | -31.1% |
| All | +42.5% | +33.0% | +9.5% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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