+42.1%
OVV vs BOXX
+18.4%
+23.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.9% | 0.0% | -2.9% | -2.8% |
| 30D | +0.9% | +0.3% | +0.6% | +1.5% |
| 3M | +11.0% | +1.0% | +10.1% | +13.8% |
| 6M | +22.3% | +1.9% | +20.3% | +30.0% |
| YTD | +65.1% | +2.6% | +62.4% | +81.1% |
| 1Y | +53.1% | +4.0% | +49.1% | +80.6% |
| 3Y | +46.7% | +14.6% | +32.1% | +241.8% |
| All | +42.1% | +18.4% | +23.7% | +421.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 5y: compounded portfolio wealth divided by compounded BOXX 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…
5y analysis · Full analysis span regression · 6 months rolling