+42.4%
OVV vs BOXX
+18.4%
+23.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | +8.0% | +0.3% | +7.7% | +8.8% |
| 3M | +11.3% | +1.0% | +10.3% | +14.2% |
| 6M | +24.0% | +1.9% | +22.1% | +31.8% |
| YTD | +65.3% | +2.6% | +62.7% | +81.4% |
| 1Y | +60.2% | +4.0% | +56.1% | +89.2% |
| 3Y | +46.9% | +14.6% | +32.3% | +242.3% |
| All | +42.4% | +18.4% | +23.9% | +422.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling