+171.6%
OVV vs FFIV
+4,836.4%
-4,664.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | +0.3% | -1.0% | +1.2% | +0.5% |
| 30D | +11.7% | -5.1% | +16.8% | +13.0% |
| 3M | +9.8% | -4.5% | +14.3% | +10.5% |
| 6M | +26.6% | +36.5% | -9.9% | +16.6% |
| YTD | +67.0% | +53.0% | +14.1% | +49.2% |
| 1Y | +55.9% | +24.2% | +31.7% | +45.8% |
| 3Y | +45.5% | +137.2% | -91.7% | +16.4% |
| 5Y | +157.3% | +91.8% | +65.6% | +114.4% |
| 10Y | +65.0% | +215.2% | -150.2% | +26.9% |
| All | +171.6% | +4,836.4% | -4,664.8% | +47.0% |
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