-47.7%
OVV vs CBOE
+1,254.1%
-1,301.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -10.7% | +1.0% | -11.8% | -11.0% |
| 30D | -5.3% | +16.0% | -21.3% | -8.8% |
| 3M | +2.4% | +23.4% | -21.1% | -3.3% |
| 6M | +5.7% | +1.7% | +3.9% | +4.0% |
| YTD | +56.8% | +41.6% | +15.2% | +40.9% |
| 1Y | +59.3% | +38.5% | +20.8% | +44.0% |
| 3Y | +49.0% | +105.7% | -56.8% | +17.3% |
| 5Y | +88.1% | +185.4% | -97.3% | +32.0% |
| 10Y | +42.5% | +504.1% | -461.5% | -15.9% |
| All | -47.7% | +1,254.1% | -1,301.9% | -79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling