+156.7%
OVV vs M
+146.5%
+10.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.9% | +3.0% | -1.1% |
| 7D | -14.9% | -2.1% | -12.8% | -14.6% |
| 30D | -0.9% | +7.7% | -8.6% | -3.7% |
| 3M | +5.6% | -4.4% | +9.9% | +5.9% |
| 6M | -2.5% | +27.5% | -30.0% | -11.7% |
| YTD | +57.8% | +12.8% | +45.1% | +46.8% |
| 1Y | +70.1% | +20.7% | +49.3% | +54.1% |
| 3Y | +35.1% | +111.3% | -76.2% | -5.9% |
| 5Y | +86.1% | -6.3% | +92.4% | +57.3% |
| 10Y | +55.5% | +1.5% | +54.0% | +7.9% |
| All | +156.7% | +146.5% | +10.2% | +12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling