+154.9%
OVV vs IT
+1,369.4%
-1,214.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -10.7% | -18.8% | +8.1% | -4.4% |
| 30D | -5.3% | -0.1% | -5.2% | -6.1% |
| 3M | +2.4% | +2.9% | -0.5% | -0.3% |
| 6M | +5.7% | +20.4% | -14.8% | -5.7% |
| YTD | +56.8% | -24.3% | +81.0% | +61.9% |
| 1Y | +59.3% | -17.2% | +76.4% | +58.5% |
| 3Y | +49.0% | -52.4% | +101.4% | +76.5% |
| 5Y | +88.1% | -43.7% | +131.8% | +102.1% |
| 10Y | +42.5% | +90.3% | -47.7% | +0.3% |
| All | +154.9% | +1,369.4% | -1,214.4% | -4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling