+158.3%
OVV vs RBA
+45.3%
+113.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -1.8% |
| 7D | +0.3% | -2.9% | +3.2% | +1.0% |
| 30D | +11.7% | -12.3% | +24.0% | +15.2% |
| 3M | +9.8% | -20.5% | +30.3% | +15.2% |
| 6M | +26.6% | -18.5% | +45.1% | +31.5% |
| YTD | +67.0% | -18.2% | +85.3% | +72.7% |
| 1Y | +55.9% | -27.5% | +83.4% | +66.7% |
| 3Y | +45.5% | +38.1% | +7.4% | +32.1% |
| All | +158.3% | +45.3% | +113.1% | +128.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling