+171.6%
OVV vs RJF
+2,456.5%
-2,284.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.2% | -1.0% |
| 7D | +0.3% | -0.6% | +0.9% | +0.5% |
| 30D | +11.7% | -1.3% | +13.0% | +12.2% |
| 3M | +9.8% | +18.9% | -9.1% | +0.3% |
| 6M | +26.6% | +15.0% | +11.5% | +16.7% |
| YTD | +67.0% | +12.2% | +54.8% | +55.0% |
| 1Y | +55.9% | +5.6% | +50.3% | +48.7% |
| 3Y | +45.5% | +74.9% | -29.4% | +8.1% |
| 5Y | +157.3% | +106.6% | +50.7% | +77.0% |
| 10Y | +65.0% | +433.1% | -368.1% | -13.0% |
| All | +171.6% | +2,456.5% | -2,284.9% | -22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling