-44.3%
OVV vs CBOE
+1,045.3%
-1,089.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +0.3% | -3.6% | +3.9% | +1.1% |
| 30D | +11.7% | +5.1% | +6.7% | +10.2% |
| 3M | +9.8% | +4.6% | +5.2% | +8.0% |
| 6M | +26.6% | -0.3% | +26.8% | +25.0% |
| YTD | +67.0% | +19.8% | +47.3% | +57.0% |
| 1Y | +55.9% | +28.4% | +27.6% | +43.7% |
| 3Y | +45.5% | +104.1% | -58.6% | +13.5% |
| 5Y | +157.3% | +150.9% | +6.4% | +86.5% |
| 10Y | +65.0% | +393.5% | -328.5% | +2.2% |
| All | -44.3% | +1,045.3% | -1,089.6% | -76.9% |
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