+54.7%
OVV vs BRO
+294.2%
-239.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -1.7% | -7.3% | +5.7% | +2.5% |
| 30D | +0.8% | -6.9% | +7.6% | +4.5% |
| 3M | +13.3% | +10.7% | +2.6% | +4.9% |
| 6M | +16.9% | -2.7% | +19.6% | +15.8% |
| YTD | +64.3% | -16.3% | +80.6% | +76.9% |
| 1Y | +54.2% | -29.1% | +83.3% | +83.9% |
| 3Y | +51.3% | -7.8% | +59.2% | +41.8% |
| 5Y | +154.3% | +18.7% | +135.5% | +81.6% |
| All | +54.7% | +294.2% | -239.6% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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