+56.0%
OVV vs IT
+90.0%
-34.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | +8.0% | +1.1% | +7.0% | +7.6% |
| 30D | -2.0% | -1.8% | -0.2% | -2.5% |
| 3M | +5.4% | +4.8% | +0.6% | +1.2% |
| 6M | +14.3% | +33.0% | -18.7% | -4.9% |
| YTD | +69.4% | -23.8% | +93.3% | +78.6% |
| 1Y | +72.4% | -16.5% | +88.9% | +72.4% |
| 3Y | +58.4% | -53.6% | +112.0% | +105.9% |
| 5Y | +106.1% | -42.1% | +148.2% | +117.6% |
| All | +56.0% | +90.0% | -34.0% | -25.2% |
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