+62.3%
OVV vs CAPR
-75.6%
+138.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.8% |
| 7D | +0.3% | -2.0% | +2.2% | +0.3% |
| 30D | +11.7% | +139.2% | -127.5% | +7.5% |
| 3M | +9.8% | -66.4% | +76.2% | +11.4% |
| 6M | +26.6% | -63.1% | +89.7% | +27.7% |
| YTD | +67.0% | -67.4% | +134.5% | +69.0% |
| 1Y | +55.9% | +58.2% | -2.3% | +36.5% |
| 3Y | +45.5% | +42.2% | +3.3% | +19.2% |
| 5Y | +157.3% | +87.3% | +70.1% | +102.2% |
| All | +62.3% | -75.6% | +138.0% | +10.6% |
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