-13.2%
OVV vs FIVE
+868.1%
-881.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.1% | -6.8% | -3.0% |
| 7D | +0.3% | +4.3% | -4.0% | -0.9% |
| 30D | +11.7% | +12.5% | -0.8% | +8.0% |
| 3M | +9.8% | +31.2% | -21.4% | +1.7% |
| 6M | +26.6% | +14.4% | +12.2% | +19.9% |
| YTD | +67.0% | +33.9% | +33.1% | +51.4% |
| 1Y | +55.9% | +65.1% | -9.1% | +32.9% |
| 3Y | +45.5% | +49.0% | -3.5% | +18.6% |
| 5Y | +157.3% | +30.3% | +127.1% | +110.2% |
| 10Y | +65.0% | +481.1% | -416.1% | -4.6% |
| All | -13.2% | +868.1% | -881.4% | -58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling