+50.8%
OVV vs RIO
+600.2%
-549.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.4% |
| 7D | -3.7% | +1.9% | -5.7% | -5.1% |
| 30D | +8.0% | +5.0% | +3.0% | +3.7% |
| 3M | +11.3% | +5.1% | +6.1% | +5.3% |
| 6M | +24.0% | +17.6% | +6.4% | +3.7% |
| YTD | +65.3% | +36.3% | +29.0% | +20.6% |
| 1Y | +60.2% | +71.2% | -11.0% | -4.6% |
| 3Y | +46.9% | +102.7% | -55.8% | -28.4% |
| 5Y | +158.7% | +99.6% | +59.1% | +23.3% |
| 10Y | +50.8% | +603.1% | -552.3% | -66.5% |
| All | +50.8% | +600.2% | -549.4% | -66.5% |
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