-27.1%
OVV vs QID
-100.0%
+72.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -1.8% |
| 7D | -16.7% | +9.4% | -26.1% | -12.8% |
| 30D | -1.5% | +31.2% | -32.7% | +12.2% |
| 3M | +1.6% | +17.4% | -15.9% | +9.7% |
| 6M | +2.0% | +8.4% | -6.4% | +6.6% |
| YTD | +56.8% | -15.8% | +72.6% | +45.1% |
| 1Y | +64.8% | -16.3% | +81.2% | +52.2% |
| 3Y | +38.3% | -70.4% | +108.7% | -14.7% |
| 5Y | +84.9% | -74.8% | +159.7% | +25.4% |
| 10Y | +54.5% | -99.0% | +153.5% | -67.4% |
| All | -27.1% | -100.0% | +72.8% | -95.8% |
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 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