+42.5%
OVV vs QID
-99.0%
+141.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.8% | +6.8% | -2.9% |
| 7D | -10.7% | -0.8% | -10.0% | -10.7% |
| 30D | -5.3% | +20.1% | -25.4% | +2.9% |
| 3M | +2.4% | +11.8% | -9.4% | +7.8% |
| 6M | +5.7% | +5.5% | +0.1% | +8.9% |
| YTD | +56.8% | -21.5% | +78.3% | +41.2% |
| 1Y | +59.3% | -22.6% | +81.9% | +42.8% |
| 3Y | +49.0% | -72.3% | +121.3% | -9.8% |
| 5Y | +88.1% | -76.9% | +165.0% | +25.6% |
| 10Y | +42.5% | -99.0% | +141.6% | -63.8% |
| All | +42.5% | -99.0% | +141.6% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling