+58.4%
OVV vs CBOE
+119.7%
-61.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.9% |
| 7D | +8.0% | +6.3% | +1.8% | +8.5% |
| 30D | -2.0% | +24.9% | -27.0% | -0.4% |
| 3M | +5.4% | +28.5% | -23.0% | +7.5% |
| 6M | +14.3% | +2.9% | +11.4% | +11.8% |
| YTD | +69.4% | +50.7% | +18.8% | +80.3% |
| 1Y | +72.4% | +45.5% | +26.9% | +81.7% |
| 3Y | +58.4% | +116.3% | -58.0% | +89.1% |
| All | +58.4% | +119.7% | -61.3% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling