+155.0%
OVV vs RJF
+2,242.6%
-2,087.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.1% |
| 7D | -16.7% | +3.6% | -20.2% | -18.3% |
| 30D | -1.5% | +3.5% | -5.0% | -3.6% |
| 3M | +1.6% | -8.9% | +10.5% | +5.5% |
| 6M | +2.0% | +2.9% | -0.8% | -0.8% |
| YTD | +56.8% | +2.8% | +54.0% | +51.1% |
| 1Y | +64.8% | +2.7% | +62.2% | +58.7% |
| 3Y | +38.3% | +69.3% | -31.0% | +4.2% |
| 5Y | +84.9% | +75.0% | +9.9% | +36.8% |
| 10Y | +54.5% | +378.5% | -324.0% | -14.9% |
| All | +155.0% | +2,242.6% | -2,087.5% | -24.8% |
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 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