-13.2%
OVV vs INDA
+119.4%
-132.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.4% | -1.9% |
| 7D | -16.7% | +6.6% | -23.3% | -20.6% |
| 30D | -1.5% | +10.4% | -11.9% | -8.6% |
| 3M | +1.6% | +1.5% | 0.0% | -0.2% |
| 6M | +2.0% | +1.7% | +0.3% | -0.6% |
| YTD | +56.8% | -5.8% | +62.7% | +59.6% |
| 1Y | +64.8% | -5.1% | +69.9% | +66.6% |
| 3Y | +38.3% | +16.0% | +22.3% | +18.0% |
| 5Y | +84.9% | +9.3% | +75.6% | +65.5% |
| 10Y | +54.5% | +102.1% | -47.6% | -3.1% |
| All | -13.2% | +119.4% | -132.6% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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