+38.3%
OVV vs RBA
+42.3%
-4.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -16.7% | +4.3% | -20.9% | -17.5% |
| 30D | -1.5% | +16.3% | -17.8% | -5.1% |
| 3M | +1.6% | +1.3% | +0.3% | +1.0% |
| 6M | +2.0% | -11.1% | +13.1% | +3.8% |
| YTD | +56.8% | -8.5% | +65.3% | +56.9% |
| 1Y | +64.8% | -2.1% | +67.0% | +60.5% |
| 3Y | +38.3% | +44.6% | -6.3% | +29.8% |
| All | +38.3% | +42.3% | -4.0% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 3y: compounded portfolio wealth divided by compounded RBA 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…
3y analysis · Full analysis span regression · 6 months rolling