+83.5%
OVV vs IT
-43.2%
+126.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | 0.0% |
| 7D | -16.7% | -16.9% | +0.2% | -14.3% |
| 30D | -1.5% | +2.3% | -3.8% | -2.3% |
| 3M | +1.6% | +2.9% | -1.3% | +0.4% |
| 6M | +2.0% | +25.9% | -23.8% | -3.7% |
| YTD | +56.8% | -24.6% | +81.5% | +63.6% |
| 1Y | +64.8% | -16.0% | +80.9% | +67.0% |
| 3Y | +38.3% | -51.6% | +89.8% | +61.5% |
| All | +83.5% | -43.2% | +126.7% | +103.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling