+187.3%
OVV vs COMP
-52.8%
+240.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +7.7% | -13.3% | -6.4% |
| 7D | -12.1% | +9.5% | -21.6% | -13.0% |
| 30D | +2.9% | +8.1% | -5.2% | +1.8% |
| 3M | +3.7% | -16.3% | +20.0% | +5.0% |
| 6M | +0.6% | +42.2% | -41.6% | -5.5% |
| YTD | +62.5% | -5.0% | +67.5% | +58.7% |
| 1Y | +72.0% | +20.1% | +51.9% | +62.1% |
| 3Y | +39.1% | +358.4% | -319.3% | +1.6% |
| 5Y | +98.5% | -21.9% | +120.4% | +65.2% |
| All | +187.3% | -52.8% | +240.0% | +171.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling