+154.9%
OVV vs RJF
+2,314.4%
-2,159.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -1.5% |
| 7D | -10.7% | +3.4% | -14.1% | -12.3% |
| 30D | -5.3% | +5.9% | -11.2% | -8.4% |
| 3M | +2.4% | -4.6% | +7.0% | +4.0% |
| 6M | +5.7% | +9.5% | -3.8% | -0.3% |
| YTD | +56.8% | +6.0% | +50.8% | +48.8% |
| 1Y | +59.3% | +4.3% | +54.9% | +52.2% |
| 3Y | +49.0% | +76.6% | -27.6% | +9.9% |
| 5Y | +88.1% | +80.6% | +7.6% | +37.1% |
| 10Y | +42.5% | +346.5% | -303.9% | -19.9% |
| All | +154.9% | +2,314.4% | -2,159.4% | -26.0% |
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