-22.4%
OVV vs QID
-100.0%
+77.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.9% |
| 7D | +0.3% | -0.6% | +0.9% | -0.1% |
| 30D | +11.7% | 0.0% | +11.7% | +11.7% |
| 3M | +9.8% | +3.7% | +6.1% | +12.3% |
| 6M | +26.6% | -29.9% | +56.4% | +7.0% |
| YTD | +67.0% | -28.8% | +95.8% | +42.5% |
| 1Y | +55.9% | -37.2% | +93.1% | +25.8% |
| 3Y | +45.5% | -73.7% | +119.2% | -14.9% |
| 5Y | +157.3% | -80.7% | +238.1% | +52.9% |
| 10Y | +65.0% | -99.1% | +164.1% | -67.1% |
| All | -22.4% | -100.0% | +77.6% | -95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling