+58.4%
OVV vs RCAT
-98.5%
+156.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.2% | -1.7% |
| 7D | +0.3% | -1.4% | +1.7% | +0.3% |
| 30D | +11.7% | -3.3% | +15.1% | +11.7% |
| 3M | +9.8% | -43.2% | +53.0% | +10.1% |
| 6M | +26.6% | -43.2% | +69.7% | +26.7% |
| YTD | +67.0% | +5.5% | +61.5% | +66.6% |
| 1Y | +55.9% | -1.6% | +57.6% | +55.5% |
| 3Y | +45.5% | +773.7% | -728.2% | +43.7% |
| 5Y | +157.3% | +187.6% | -30.3% | +154.3% |
| All | +58.4% | -98.5% | +156.8% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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