+42.5%
OVV vs RMBS
+571.2%
-528.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.3% | -8.4% | -2.3% |
| 7D | -10.7% | -3.9% | -6.8% | -10.3% |
| 30D | -5.3% | -24.9% | +19.6% | +1.2% |
| 3M | +2.4% | -20.5% | +22.9% | +6.4% |
| 6M | +5.7% | -37.5% | +43.2% | +13.6% |
| YTD | +56.8% | -12.1% | +68.9% | +39.1% |
| 1Y | +59.3% | -25.0% | +84.3% | +48.4% |
| 3Y | +49.0% | +36.1% | +12.9% | -6.6% |
| 5Y | +88.1% | +236.1% | -148.0% | -38.9% |
| 10Y | +42.5% | +541.3% | -498.8% | -65.6% |
| All | +42.5% | +571.2% | -528.6% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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