+48.2%
OVV vs FDS
+135.4%
-87.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | +0.9% |
| 7D | -16.7% | -0.5% | -16.2% | -16.7% |
| 30D | -1.5% | +20.2% | -21.7% | -9.3% |
| 3M | +1.6% | +19.9% | -18.3% | -7.2% |
| 6M | +2.0% | +56.2% | -54.1% | -19.6% |
| YTD | +56.8% | +14.6% | +42.3% | +41.0% |
| 1Y | +64.8% | +31.6% | +33.2% | +36.6% |
| 3Y | +38.3% | -23.8% | +62.1% | +51.0% |
| 5Y | +84.9% | -22.6% | +107.5% | +95.1% |
| All | +48.2% | +135.4% | -87.2% | +6.5% |
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