+158.3%
OVV vs M
+27.3%
+131.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.3% |
| 7D | +0.3% | +4.7% | -4.5% | -0.8% |
| 30D | +11.7% | -9.6% | +21.4% | +14.1% |
| 3M | +9.8% | +0.9% | +8.9% | +8.8% |
| 6M | +26.6% | +22.3% | +4.3% | +19.0% |
| YTD | +67.0% | +6.5% | +60.5% | +61.7% |
| 1Y | +55.9% | +38.8% | +17.2% | +40.2% |
| 3Y | +45.5% | +115.9% | -70.4% | +7.1% |
| All | +158.3% | +27.3% | +131.1% | +113.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling