+42.5%
OVV vs FDS
+135.1%
-92.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.1% |
| 7D | -10.7% | -5.0% | -5.8% | -9.0% |
| 30D | -5.3% | +13.8% | -19.1% | -10.8% |
| 3M | +2.4% | +14.8% | -12.5% | -4.6% |
| 6M | +5.7% | +47.4% | -41.7% | -14.2% |
| YTD | +56.8% | +14.2% | +42.6% | +41.2% |
| 1Y | +59.3% | +26.6% | +32.6% | +34.8% |
| 3Y | +49.0% | -24.4% | +73.4% | +63.4% |
| 5Y | +88.1% | -22.6% | +110.8% | +98.5% |
| 10Y | +42.5% | +130.0% | -87.4% | +0.8% |
| All | +42.5% | +135.1% | -92.6% | +0.8% |
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