-24.0%
OVV vs PAYC
+1,229.9%
-1,253.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +1.9% | -0.7% |
| 7D | +0.3% | -2.9% | +3.1% | +1.1% |
| 30D | +11.7% | +32.8% | -21.0% | +2.0% |
| 3M | +9.8% | +69.3% | -59.5% | -7.5% |
| 6M | +26.6% | +74.0% | -47.4% | +5.0% |
| YTD | +67.0% | +46.4% | +20.6% | +44.9% |
| 1Y | +55.9% | +4.2% | +51.8% | +49.3% |
| 3Y | +45.5% | -19.7% | +65.2% | +42.3% |
| 5Y | +157.3% | -52.0% | +209.4% | +185.2% |
| 10Y | +65.0% | +356.9% | -291.9% | +4.0% |
| All | -24.0% | +1,229.9% | -1,253.9% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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