+104.4%
OVV vs FIVE
+17.0%
+87.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.7% | +2.5% |
| 7D | +6.5% | +2.4% | +4.1% | +6.0% |
| 30D | -2.7% | +15.8% | -18.5% | -5.6% |
| 3M | +3.1% | +3.8% | -0.6% | +1.8% |
| 6M | +12.8% | +18.5% | -5.7% | +7.6% |
| YTD | +68.1% | +31.2% | +36.9% | +55.2% |
| 1Y | +73.6% | +61.8% | +11.8% | +52.5% |
| 3Y | +57.6% | +39.9% | +17.7% | +34.4% |
| All | +104.4% | +17.0% | +87.5% | +101.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling