+54.8%
OVV vs RIO
+356.2%
-301.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +3.7% |
| 7D | +6.5% | +0.1% | +6.4% | +6.2% |
| 30D | -2.7% | -10.5% | +7.9% | +5.2% |
| 3M | +3.1% | -15.9% | +19.1% | +16.1% |
| 6M | +12.8% | -22.3% | +35.1% | +32.2% |
| YTD | +68.1% | +9.3% | +58.8% | +43.2% |
| 1Y | +73.6% | +23.0% | +50.6% | +33.3% |
| 3Y | +57.6% | +52.1% | +5.5% | -4.4% |
| 5Y | +104.5% | +88.9% | +15.7% | -3.5% |
| All | +54.8% | +356.2% | -301.4% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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