+171.6%
OVV vs M
+132.9%
+38.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.5% |
| 7D | +0.3% | +4.7% | -4.5% | -1.2% |
| 30D | +11.7% | -9.6% | +21.4% | +15.0% |
| 3M | +9.8% | +0.9% | +8.9% | +8.3% |
| 6M | +26.6% | +22.3% | +4.3% | +16.5% |
| YTD | +67.0% | +6.5% | +60.5% | +59.4% |
| 1Y | +55.9% | +38.8% | +17.2% | +35.6% |
| 3Y | +45.5% | +115.9% | -70.4% | +1.0% |
| 5Y | +157.3% | +28.6% | +128.7% | +94.6% |
| 10Y | +65.0% | -2.5% | +67.5% | +16.7% |
| All | +171.6% | +132.9% | +38.8% | +21.9% |
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 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