+154.9%
OVV vs BG
+666.5%
-511.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -1.1% |
| 7D | -10.7% | +7.4% | -18.1% | -14.1% |
| 30D | -5.3% | -1.5% | -3.8% | -4.8% |
| 3M | +2.4% | -6.1% | +8.4% | +5.2% |
| 6M | +5.7% | -18.0% | +23.7% | +16.0% |
| YTD | +56.8% | +15.6% | +41.1% | +43.4% |
| 1Y | +59.3% | +9.6% | +49.7% | +49.7% |
| 3Y | +49.0% | +6.3% | +42.7% | +38.9% |
| 5Y | +88.1% | +24.6% | +63.6% | +62.2% |
| 10Y | +42.5% | +98.1% | -55.6% | -0.4% |
| All | +154.9% | +666.5% | -511.6% | +31.8% |
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