+177.2%
OVV vs COMP
-49.2%
+226.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -0.6% |
| 7D | -10.7% | +14.5% | -25.3% | -12.1% |
| 30D | -5.3% | +14.9% | -20.2% | -7.0% |
| 3M | +2.4% | -14.2% | +16.6% | +3.4% |
| 6M | +5.7% | +23.7% | -18.1% | +1.5% |
| YTD | +56.8% | +2.1% | +54.7% | +51.9% |
| 1Y | +59.3% | +26.2% | +33.1% | +49.5% |
| 3Y | +49.0% | +470.9% | -421.9% | +5.5% |
| 5Y | +88.1% | -14.0% | +102.2% | +55.0% |
| All | +177.2% | -49.2% | +226.4% | +159.4% |
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