+361.9%
OVV vs ROIV
+270.3%
+91.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.2% | -6.8% | -1.0% |
| 7D | -16.7% | +5.3% | -22.0% | -16.9% |
| 30D | -1.5% | +11.9% | -13.4% | -2.2% |
| 3M | +1.6% | +10.7% | -9.1% | +0.7% |
| 6M | +2.0% | +34.9% | -32.9% | -0.5% |
| YTD | +56.8% | +79.2% | -22.4% | +49.2% |
| 1Y | +64.8% | +89.0% | -24.2% | +56.0% |
| 3Y | +38.3% | +337.3% | -299.1% | +22.7% |
| 5Y | +84.9% | +402.3% | -317.4% | +53.6% |
| All | +361.9% | +270.3% | +91.6% | +249.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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