-30.1%
OVV vs BUD
+219.3%
-249.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.8% | -4.7% | -3.9% |
| 7D | -14.9% | +7.1% | -22.0% | -18.5% |
| 30D | -0.9% | +12.7% | -13.6% | -8.0% |
| 3M | +5.6% | 0.0% | +5.6% | +4.5% |
| 6M | -2.5% | +7.6% | -10.1% | -8.1% |
| YTD | +57.8% | +35.0% | +22.8% | +27.9% |
| 1Y | +70.1% | +37.6% | +32.5% | +36.1% |
| 3Y | +35.1% | +51.5% | -16.4% | -3.0% |
| 5Y | +86.1% | +50.2% | +35.8% | +28.9% |
| 10Y | +55.5% | -7.2% | +62.7% | +46.7% |
| All | -30.1% | +219.3% | -249.4% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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