+54.9%
OVV vs CBOE
+520.8%
-465.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.8% | +2.7% |
| 7D | +1.2% | +6.9% | -5.7% | -0.6% |
| 30D | -2.5% | +24.1% | -26.7% | -8.4% |
| 3M | +0.5% | +30.9% | -30.5% | -7.4% |
| 6M | +8.5% | +5.9% | +2.6% | +5.5% |
| YTD | +64.5% | +48.2% | +16.3% | +43.1% |
| 1Y | +64.7% | +43.5% | +21.2% | +44.7% |
| 3Y | +54.1% | +117.0% | -62.9% | +12.6% |
| 5Y | +95.4% | +203.4% | -107.9% | +21.1% |
| 10Y | +54.9% | +515.9% | -461.0% | -17.2% |
| All | +54.9% | +520.8% | -465.9% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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