+54.9%
OVV vs FIVE
+535.9%
-481.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +3.3% |
| 7D | +1.2% | -0.5% | +1.7% | +1.3% |
| 30D | -2.5% | +17.4% | -19.9% | -7.2% |
| 3M | +0.5% | +7.0% | -6.6% | -2.3% |
| 6M | +8.5% | +20.5% | -12.0% | +0.9% |
| YTD | +64.5% | +33.1% | +31.3% | +46.3% |
| 1Y | +64.7% | +67.1% | -2.4% | +36.4% |
| 3Y | +54.1% | +41.9% | +12.2% | +23.8% |
| 5Y | +95.4% | +21.1% | +74.4% | +59.2% |
| 10Y | +54.9% | +518.8% | -463.9% | -20.9% |
| All | +54.9% | +535.9% | -481.0% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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