+58.4%
OVV vs IT
+103.9%
-45.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | +0.2% |
| 7D | +0.3% | -6.0% | +6.3% | +2.7% |
| 30D | +11.7% | 0.0% | +11.7% | +11.2% |
| 3M | +9.8% | +13.1% | -3.3% | +0.8% |
| 6M | +26.6% | +11.7% | +14.9% | +14.8% |
| YTD | +67.0% | -26.1% | +93.1% | +81.4% |
| 1Y | +55.9% | -21.3% | +77.2% | +60.4% |
| 3Y | +45.5% | -46.7% | +92.2% | +72.0% |
| 5Y | +157.3% | -40.5% | +197.9% | +165.7% |
| All | +58.4% | +103.9% | -45.5% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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