+26.0%
OVV vs INVH
+79.4%
-53.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | -3.8% | -2.3% | -1.5% | -2.5% |
| 30D | +1.3% | -5.7% | +7.0% | +4.6% |
| 3M | +14.3% | -4.5% | +18.8% | +16.8% |
| 6M | +21.1% | +11.0% | +10.2% | +12.5% |
| YTD | +66.0% | +3.7% | +62.3% | +59.6% |
| 1Y | +59.3% | -2.8% | +62.1% | +58.6% |
| 3Y | +47.6% | -7.1% | +54.7% | +48.0% |
| 5Y | +162.0% | -19.4% | +181.4% | +182.6% |
| All | +26.0% | +79.4% | -53.4% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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