+54.8%
OVV vs CBOE
+514.1%
-459.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.3% |
| 7D | +6.5% | +4.5% | +2.1% | +5.3% |
| 30D | -2.7% | +26.2% | -28.9% | -8.9% |
| 3M | +3.1% | +27.1% | -24.0% | -4.1% |
| 6M | +12.8% | +4.2% | +8.6% | +10.2% |
| YTD | +68.1% | +48.0% | +20.1% | +46.3% |
| 1Y | +73.6% | +42.4% | +31.2% | +53.0% |
| 3Y | +57.6% | +116.8% | -59.2% | +15.2% |
| 5Y | +104.5% | +199.0% | -94.5% | +27.7% |
| All | +54.8% | +514.1% | -459.3% | -17.6% |
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