+42.5%
OVV vs M
+3.7%
+38.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.1% | -8.1% | -2.6% |
| 7D | -10.7% | +2.5% | -13.3% | -11.9% |
| 30D | -5.3% | +10.1% | -15.3% | -8.9% |
| 3M | +2.4% | -0.9% | +3.3% | +1.5% |
| 6M | +5.7% | +30.2% | -24.5% | -5.8% |
| YTD | +56.8% | +16.3% | +40.5% | +43.3% |
| 1Y | +59.3% | +27.0% | +32.3% | +40.6% |
| 3Y | +49.0% | +154.5% | -105.5% | -7.5% |
| 5Y | +88.1% | -1.1% | +89.2% | +53.0% |
| 10Y | +42.5% | +0.5% | +42.1% | -18.0% |
| All | +42.5% | +3.7% | +38.8% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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