+56.0%
OVV vs FDS
+127.7%
-71.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | +8.0% | +1.5% | +6.6% | +7.4% |
| 30D | -2.0% | +14.8% | -16.9% | -8.1% |
| 3M | +5.4% | +16.3% | -10.9% | -2.2% |
| 6M | +14.3% | +66.2% | -52.0% | -12.2% |
| YTD | +69.4% | +16.2% | +53.2% | +51.4% |
| 1Y | +72.4% | +21.8% | +50.5% | +49.4% |
| 3Y | +58.4% | -23.9% | +82.3% | +73.6% |
| 5Y | +106.1% | -23.1% | +129.2% | +119.3% |
| All | +56.0% | +127.7% | -71.7% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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