+150.0%
OVV vs FRSH
-70.7%
+220.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +8.0% | +4.6% | +3.4% | +7.3% |
| 30D | -2.0% | -7.5% | +5.4% | -0.9% |
| 3M | +5.4% | -0.1% | +5.5% | +5.2% |
| 6M | +14.3% | +54.5% | -40.2% | +6.0% |
| YTD | +69.4% | +3.4% | +66.0% | +65.8% |
| 1Y | +72.4% | +6.4% | +66.0% | +67.7% |
| 3Y | +58.4% | -26.3% | +84.6% | +59.5% |
| 5Y | +106.1% | -66.4% | +172.5% | +110.6% |
| All | +150.0% | -70.7% | +220.7% | +160.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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