+39.2%
OVV vs CAPR
+200.7%
-161.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.6% | +0.7% | -2.8% |
| 7D | -14.9% | +29.7% | -44.6% | -15.2% |
| 30D | -0.9% | +11.0% | -11.9% | -1.1% |
| 3M | +5.6% | +118.8% | -113.3% | +3.9% |
| 6M | -2.5% | -73.9% | +71.4% | -1.7% |
| YTD | +57.8% | -70.2% | +128.0% | +58.6% |
| 1Y | +70.1% | +38.3% | +31.8% | +62.3% |
| All | +39.2% | +200.7% | -161.5% | +16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling