+156.7%
OVV vs FDS
+1,637.7%
-1,481.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.7% |
| 7D | -14.9% | +6.4% | -21.3% | -17.1% |
| 30D | -0.9% | +25.2% | -26.1% | -9.4% |
| 3M | +5.6% | +22.9% | -17.3% | -3.5% |
| 6M | -2.5% | +56.5% | -59.0% | -20.5% |
| YTD | +57.8% | +19.0% | +38.9% | +40.4% |
| 1Y | +70.1% | +32.7% | +37.4% | +44.1% |
| 3Y | +35.1% | -20.4% | +55.5% | +38.6% |
| 5Y | +86.1% | -19.6% | +105.7% | +87.8% |
| 10Y | +55.5% | +148.5% | -93.0% | +5.3% |
| All | +156.7% | +1,637.7% | -1,481.0% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling