+88.1%
OVV vs CAPR
+160.6%
-72.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.4% | -9.5% | -0.2% |
| 7D | -10.7% | +36.0% | -46.8% | -11.3% |
| 30D | -5.3% | +25.8% | -31.1% | -5.9% |
| 3M | +2.4% | +140.8% | -138.4% | -0.2% |
| 6M | +5.7% | -67.6% | +73.2% | +6.5% |
| YTD | +56.8% | -65.9% | +122.6% | +57.5% |
| 1Y | +59.3% | +66.1% | -6.8% | +47.0% |
| 3Y | +49.0% | +256.9% | -207.9% | +11.1% |
| 5Y | +88.1% | +172.1% | -84.0% | +30.1% |
| All | +88.1% | +160.6% | -72.5% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling