+56.5%
OVV vs BG
+160.3%
-103.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | -3.8% | +0.5% | -4.3% | -4.2% |
| 30D | +1.3% | +10.3% | -9.0% | -5.5% |
| 3M | +14.3% | -1.9% | +16.2% | +14.8% |
| 6M | +21.1% | +5.2% | +15.9% | +15.6% |
| YTD | +66.0% | +41.2% | +24.9% | +29.7% |
| 1Y | +59.3% | +50.5% | +8.8% | +17.3% |
| 3Y | +47.6% | +19.9% | +27.7% | +23.7% |
| 5Y | +162.0% | +86.7% | +75.3% | +59.2% |
| 10Y | +56.5% | +167.5% | -111.0% | -29.4% |
| All | +56.5% | +160.3% | -103.8% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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