+56.5%
OVV vs BR
+185.2%
-128.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | -3.8% | -5.0% | +1.2% | -0.8% |
| 30D | +1.3% | -2.5% | +3.7% | +2.5% |
| 3M | +14.3% | +13.5% | +0.9% | +4.3% |
| 6M | +21.1% | -9.4% | +30.5% | +26.6% |
| YTD | +66.0% | -23.3% | +89.3% | +91.7% |
| 1Y | +59.3% | -31.6% | +90.9% | +98.8% |
| 3Y | +47.6% | -5.1% | +52.6% | +41.9% |
| 5Y | +162.0% | +8.2% | +153.8% | +119.3% |
| 10Y | +56.5% | +189.8% | -133.3% | -8.7% |
| All | +56.5% | +185.2% | -128.7% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling