+129.3%
OVV vs PR
+147.8%
-18.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.9% | +2.0% | -0.1% |
| 7D | -14.9% | -16.5% | +1.6% | -5.8% |
| 30D | -0.9% | -4.5% | +3.6% | +1.8% |
| 3M | +5.6% | +8.5% | -3.0% | +1.1% |
| 6M | -2.5% | -3.3% | +0.8% | -0.2% |
| YTD | +57.8% | +55.7% | +2.1% | +24.7% |
| 1Y | +70.1% | +82.0% | -12.0% | +23.5% |
| 3Y | +35.1% | +62.5% | -27.3% | +6.5% |
| 5Y | +86.1% | +223.9% | -137.8% | +1.2% |
| 10Y | +55.5% | +64.2% | -8.7% | +4.6% |
| All | +129.3% | +147.8% | -18.5% | +86.3% |
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