-25.8%
OVV vs FWONK
+274.4%
-300.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | -3.7% | -2.1% | -1.7% | -2.7% |
| 30D | +8.0% | -7.7% | +15.7% | +12.3% |
| 3M | +11.3% | +9.3% | +2.0% | +5.4% |
| 6M | +24.0% | +13.3% | +10.7% | +13.6% |
| YTD | +65.3% | -3.6% | +68.9% | +64.6% |
| 1Y | +60.2% | -6.8% | +66.9% | +61.7% |
| 3Y | +46.9% | +43.9% | +3.1% | +12.4% |
| 5Y | +158.7% | +94.4% | +64.3% | +62.2% |
| 10Y | +50.8% | +353.8% | -303.0% | -29.7% |
| All | -25.8% | +274.4% | -300.2% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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