+58.4%
OVV vs FDS
+87.3%
-29.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -0.2% |
| 7D | +0.3% | -1.9% | +2.2% | +1.0% |
| 30D | +11.7% | +9.0% | +2.7% | +7.3% |
| 3M | +9.8% | +18.9% | -9.1% | -0.1% |
| 6M | +26.6% | +35.1% | -8.6% | +6.3% |
| YTD | +67.0% | +5.5% | +61.5% | +56.8% |
| 1Y | +55.9% | -16.8% | +72.7% | +64.9% |
| 3Y | +45.5% | -28.1% | +73.6% | +63.1% |
| 5Y | +157.3% | -17.4% | +174.8% | +156.3% |
| All | +58.4% | +87.3% | -29.0% | +9.2% |
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