+159.6%
OVV vs BB
+119.4%
+40.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | -7.3% | +11.6% | -18.9% | -9.3% |
| 30D | -3.6% | +2.6% | -6.2% | -4.7% |
| 3M | -2.6% | +3.5% | -6.1% | -4.6% |
| 6M | +7.6% | +43.5% | -35.9% | -2.9% |
| YTD | +59.6% | +141.2% | -81.6% | +29.0% |
| 1Y | +62.2% | +97.4% | -35.2% | +35.7% |
| 3Y | +49.6% | +151.1% | -101.5% | +12.4% |
| 5Y | +98.9% | -12.8% | +111.7% | +76.3% |
| 10Y | +45.1% | +27.5% | +17.7% | +5.1% |
| All | +159.6% | +119.4% | +40.2% | +93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling