+54.8%
OVV vs RJF
+323.5%
-268.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +6.5% | +1.5% | +5.0% | +5.2% |
| 30D | -2.7% | +6.7% | -9.4% | -8.6% |
| 3M | +3.1% | -7.3% | +10.5% | +8.3% |
| 6M | +12.8% | +9.8% | +3.0% | +1.4% |
| YTD | +68.1% | +5.6% | +62.5% | +52.6% |
| 1Y | +73.6% | +2.3% | +71.4% | +61.7% |
| 3Y | +57.6% | +73.6% | -16.0% | -11.6% |
| 5Y | +104.5% | +79.9% | +24.6% | +5.3% |
| All | +54.8% | +323.5% | -268.7% | -55.8% |
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