+48.2%
OVV vs CAPR
-68.5%
+116.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.7% | -5.3% | -0.8% |
| 7D | -16.7% | +41.1% | -57.7% | -17.7% |
| 30D | -1.5% | +11.1% | -12.6% | -2.1% |
| 3M | +1.6% | +115.3% | -113.7% | -2.2% |
| 6M | +2.0% | -73.8% | +75.9% | +3.9% |
| YTD | +56.8% | -68.8% | +125.6% | +58.3% |
| 1Y | +64.8% | +43.3% | +21.5% | +45.1% |
| 3Y | +38.3% | +214.7% | -176.4% | +8.7% |
| 5Y | +84.9% | +141.3% | -56.4% | +43.4% |
| All | +48.2% | -68.5% | +116.7% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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