+158.3%
OVV vs IT
-40.5%
+198.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -1.0% |
| 7D | +0.3% | -6.0% | +6.3% | +1.2% |
| 30D | +11.7% | 0.0% | +11.7% | +11.6% |
| 3M | +9.8% | +13.1% | -3.3% | +6.7% |
| 6M | +26.6% | +11.7% | +14.9% | +22.6% |
| YTD | +67.0% | -26.1% | +93.1% | +75.9% |
| 1Y | +55.9% | -21.3% | +77.2% | +60.1% |
| 3Y | +45.5% | -46.7% | +92.2% | +63.9% |
| All | +158.3% | -40.5% | +198.9% | +173.0% |
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