+168.9%
OVV vs BRO
+978.4%
-809.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | +1.1% |
| 7D | -3.7% | -5.4% | +1.6% | -1.2% |
| 30D | +8.0% | -4.3% | +12.3% | +10.0% |
| 3M | +11.3% | +17.8% | -6.6% | +1.5% |
| 6M | +24.0% | -6.8% | +30.8% | +25.6% |
| YTD | +65.3% | -13.8% | +79.1% | +72.8% |
| 1Y | +60.2% | -27.8% | +88.0% | +81.9% |
| 3Y | +46.9% | -4.7% | +51.6% | +40.9% |
| 5Y | +158.7% | +20.6% | +138.1% | +114.2% |
| 10Y | +50.8% | +293.7% | -242.9% | -21.0% |
| All | +168.9% | +978.4% | -809.6% | -8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling