+50.8%
OVV vs FLR
+18.9%
+32.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.4% |
| 7D | -3.7% | +0.7% | -4.4% | -4.0% |
| 30D | +8.0% | -0.7% | +8.7% | +7.6% |
| 3M | +11.3% | +14.3% | -3.1% | +2.2% |
| 6M | +24.0% | +25.6% | -1.6% | +6.8% |
| YTD | +65.3% | +42.9% | +22.5% | +33.1% |
| 1Y | +60.2% | +38.7% | +21.4% | +28.4% |
| 3Y | +46.9% | +61.8% | -14.8% | -0.1% |
| 5Y | +158.7% | +254.1% | -95.4% | +17.6% |
| 10Y | +50.8% | +20.0% | +30.8% | -2.5% |
| All | +50.8% | +18.9% | +32.0% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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