+72.4%
OVV vs CHD
+33.2%
+39.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +1.0% |
| 7D | +8.0% | +3.4% | +4.7% | +8.9% |
| 30D | -2.0% | +10.1% | -12.1% | -0.1% |
| 3M | +5.4% | +11.9% | -6.4% | +7.9% |
| 6M | +14.3% | +19.6% | -5.3% | +18.2% |
| YTD | +69.4% | +36.0% | +33.4% | +70.0% |
| 1Y | +72.4% | +34.8% | +37.6% | +74.3% |
| All | +72.4% | +33.2% | +39.2% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling