+199.6%
OVV vs COMP
-52.0%
+251.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.6% |
| 7D | +8.0% | 0.0% | +8.0% | +8.0% |
| 30D | -2.0% | +16.6% | -18.6% | -3.9% |
| 3M | +5.4% | -23.5% | +28.9% | +7.7% |
| 6M | +14.3% | +25.7% | -11.5% | +9.4% |
| YTD | +69.4% | -3.4% | +72.8% | +65.0% |
| 1Y | +72.4% | +7.6% | +64.8% | +65.0% |
| 3Y | +58.4% | +423.6% | -365.2% | +13.3% |
| 5Y | +106.1% | -10.6% | +116.7% | +68.6% |
| All | +199.6% | -52.0% | +251.6% | +181.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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