+156.7%
OVV vs RCAT
-100.0%
+256.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -14.9% | +12.0% | -2.8% |
| 7D | -14.9% | -32.6% | +17.7% | -14.8% |
| 30D | -0.9% | -46.3% | +45.4% | -0.8% |
| 3M | +5.6% | -60.7% | +66.3% | +5.7% |
| 6M | -2.5% | -67.4% | +64.9% | -2.3% |
| YTD | +57.8% | -57.1% | +114.9% | +57.9% |
| 1Y | +70.1% | -63.8% | +133.8% | +70.2% |
| 3Y | +35.1% | +268.1% | -233.0% | +34.6% |
| 5Y | +86.1% | +25.2% | +60.9% | +85.5% |
| 10Y | +55.5% | -99.7% | +155.2% | +54.8% |
| All | +156.7% | -100.0% | +256.7% | +119.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling