-25.1%
OVV vs CAPR
-99.1%
+74.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.6% | +0.7% | -2.8% |
| 7D | -14.9% | +29.7% | -44.6% | -15.5% |
| 30D | -0.9% | +11.0% | -11.9% | -1.4% |
| 3M | +5.6% | +118.8% | -113.3% | +2.6% |
| 6M | -2.5% | -73.9% | +71.4% | -1.1% |
| YTD | +57.8% | -70.2% | +128.0% | +59.1% |
| 1Y | +70.1% | +38.3% | +31.8% | +55.1% |
| 3Y | +35.1% | +199.7% | -164.5% | +15.9% |
| 5Y | +86.1% | +130.6% | -44.5% | +58.4% |
| 10Y | +55.5% | -68.5% | +124.0% | +23.7% |
| All | -25.1% | -99.1% | +74.0% | -41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling