+127.8%
OVV vs PR
+152.6%
-24.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.6% | -1.7% |
| 7D | -16.7% | -16.4% | -0.3% | -7.8% |
| 30D | -1.5% | -1.9% | +0.4% | -0.3% |
| 3M | +1.6% | +8.0% | -6.4% | -2.5% |
| 6M | +2.0% | +4.1% | -2.1% | +0.1% |
| YTD | +56.8% | +58.7% | -1.9% | +22.6% |
| 1Y | +64.8% | +75.8% | -11.0% | +22.0% |
| 3Y | +38.3% | +73.2% | -34.9% | +5.3% |
| 5Y | +84.9% | +230.1% | -145.3% | -0.5% |
| 10Y | +54.5% | +67.4% | -12.8% | +2.8% |
| All | +127.8% | +152.6% | -24.8% | +83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling