+50.8%
OVV vs RJF
+428.9%
-378.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.2% |
| 7D | -3.7% | +1.8% | -5.5% | -5.2% |
| 30D | +8.0% | 0.0% | +8.0% | +7.6% |
| 3M | +11.3% | +18.0% | -6.7% | -4.4% |
| 6M | +24.0% | +17.0% | +7.0% | +5.8% |
| YTD | +65.3% | +11.1% | +54.2% | +45.5% |
| 1Y | +60.2% | +8.0% | +52.2% | +43.5% |
| 3Y | +46.9% | +73.3% | -26.3% | -16.5% |
| 5Y | +158.7% | +107.4% | +51.3% | +18.7% |
| 10Y | +50.8% | +428.5% | -377.7% | -62.3% |
| All | +50.8% | +428.9% | -378.0% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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