+42.5%
OVV vs RCAT
-99.6%
+142.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.4% | -11.4% | -0.1% |
| 7D | -10.7% | +1.1% | -11.9% | -10.8% |
| 30D | -5.3% | -22.0% | +16.7% | -5.2% |
| 3M | +2.4% | -51.1% | +53.5% | +2.7% |
| 6M | +5.7% | -56.6% | +62.3% | +6.0% |
| YTD | +56.8% | -43.3% | +100.0% | +56.9% |
| 1Y | +59.3% | -51.5% | +110.8% | +59.4% |
| 3Y | +49.0% | +411.4% | -362.4% | +47.5% |
| 5Y | +88.1% | +74.4% | +13.7% | +86.5% |
| 10Y | +42.5% | -99.6% | +142.1% | +55.3% |
| All | +42.5% | -99.6% | +142.1% | +55.3% |
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