+62.3%
OVV vs M
-2.2%
+64.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.6% |
| 7D | +0.3% | +4.7% | -4.5% | -1.3% |
| 30D | +11.7% | -9.6% | +21.4% | +15.3% |
| 3M | +9.8% | +0.9% | +8.9% | +8.2% |
| 6M | +26.6% | +22.3% | +4.3% | +15.7% |
| YTD | +67.0% | +6.5% | +60.5% | +58.8% |
| 1Y | +55.9% | +38.8% | +17.2% | +33.9% |
| 3Y | +45.5% | +115.9% | -70.4% | -3.6% |
| 5Y | +157.3% | +28.6% | +128.7% | +85.6% |
| All | +62.3% | -2.2% | +64.5% | -5.0% |
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