+156.7%
OVV vs FFIV
+3,841.1%
-3,684.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.5% | +2.6% | -1.6% |
| 7D | -14.9% | -14.2% | -0.7% | -11.8% |
| 30D | -0.9% | -33.6% | +32.7% | +8.2% |
| 3M | +5.6% | -24.2% | +29.8% | +11.4% |
| 6M | -2.5% | -8.3% | +5.8% | -2.1% |
| YTD | +57.8% | +22.1% | +35.7% | +47.1% |
| 1Y | +70.1% | +26.5% | +43.6% | +56.9% |
| 3Y | +35.1% | +102.3% | -67.2% | +11.1% |
| 5Y | +86.1% | +40.6% | +45.5% | +65.1% |
| 10Y | +55.5% | +129.7% | -74.2% | +26.9% |
| All | +156.7% | +3,841.1% | -3,684.4% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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