+171.6%
OVV vs BG
+799.3%
-627.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.1% |
| 7D | +0.3% | +2.8% | -2.5% | -1.2% |
| 30D | +11.7% | +12.0% | -0.3% | +5.2% |
| 3M | +9.8% | -7.7% | +17.5% | +13.9% |
| 6M | +26.6% | +4.5% | +22.1% | +22.7% |
| YTD | +67.0% | +35.7% | +31.3% | +41.2% |
| 1Y | +55.9% | +50.1% | +5.9% | +23.5% |
| 3Y | +45.5% | +12.6% | +32.9% | +32.0% |
| 5Y | +157.3% | +75.4% | +81.9% | +86.9% |
| 10Y | +65.0% | +150.5% | -85.5% | +2.7% |
| All | +171.6% | +799.3% | -627.7% | +29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling