+179.1%
OVV vs COMP
-56.6%
+235.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -8.2% | +5.3% | -2.1% |
| 7D | -14.9% | -1.8% | -13.1% | -14.9% |
| 30D | -0.9% | -0.8% | -0.2% | -1.2% |
| 3M | +5.6% | -28.1% | +33.7% | +8.6% |
| 6M | -2.5% | +27.0% | -29.5% | -7.4% |
| YTD | +57.8% | -12.8% | +70.6% | +55.4% |
| 1Y | +70.1% | +4.9% | +65.2% | +62.8% |
| 3Y | +35.1% | +321.0% | -285.9% | -0.5% |
| 5Y | +86.1% | -25.6% | +111.7% | +55.5% |
| All | +179.1% | -56.6% | +235.7% | +165.4% |
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