+72.0%
OVV vs PR
+87.5%
-15.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -6.5% | +0.9% | +0.5% |
| 7D | -12.1% | -12.1% | 0.0% | -0.7% |
| 30D | +2.9% | +0.9% | +2.0% | +2.1% |
| 3M | +3.7% | +10.1% | -6.4% | -5.8% |
| 6M | +0.6% | +1.1% | -0.5% | -0.7% |
| YTD | +62.5% | +63.7% | -1.2% | -0.2% |
| 1Y | +72.0% | +87.0% | -15.0% | -4.8% |
| All | +72.0% | +87.5% | -15.5% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling