+48.2%
OVV vs FIVE
+563.4%
-515.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -16.7% | -0.3% | -16.4% | -16.7% |
| 30D | -1.5% | +17.7% | -19.2% | -6.2% |
| 3M | +1.6% | +4.0% | -2.4% | -0.6% |
| 6M | +2.0% | +2.6% | -0.6% | -0.7% |
| YTD | +56.8% | +27.6% | +29.2% | +41.3% |
| 1Y | +64.8% | +59.9% | +4.9% | +38.3% |
| 3Y | +38.3% | +35.8% | +2.5% | +12.5% |
| 5Y | +84.9% | +14.4% | +70.5% | +53.3% |
| All | +48.2% | +563.4% | -515.3% | -22.0% |
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