+54.9%
OVV vs BB
+31.7%
+23.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.2% | +2.4% |
| 7D | +1.2% | +7.3% | -6.1% | -0.3% |
| 30D | -2.5% | +11.2% | -13.8% | -5.4% |
| 3M | +0.5% | +4.7% | -4.2% | -2.0% |
| 6M | +8.5% | +51.1% | -42.7% | -5.1% |
| YTD | +64.5% | +148.0% | -83.6% | +26.5% |
| 1Y | +64.7% | +106.1% | -41.5% | +31.7% |
| 3Y | +54.1% | +158.2% | -104.1% | +7.8% |
| 5Y | +95.4% | -10.8% | +106.2% | +71.4% |
| 10Y | +54.9% | +29.3% | +25.6% | -23.8% |
| All | +54.9% | +31.7% | +23.3% | -23.8% |
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