-12.5%
OVV vs BIDU
+1,107.7%
-1,120.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.2% |
| 7D | -7.3% | +3.6% | -10.8% | -8.1% |
| 30D | -3.6% | -6.6% | +3.0% | -2.2% |
| 3M | -2.6% | -27.2% | +24.6% | +4.2% |
| 6M | +7.6% | -43.5% | +51.1% | +21.4% |
| YTD | +59.6% | -39.0% | +98.6% | +74.1% |
| 1Y | +62.2% | -39.8% | +102.0% | +76.8% |
| 3Y | +49.6% | -24.8% | +74.4% | +47.9% |
| 5Y | +98.9% | -50.7% | +149.6% | +102.8% |
| 10Y | +45.1% | -51.2% | +96.4% | +42.5% |
| All | -12.5% | +1,107.7% | -1,120.2% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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