+158.7%
OVV vs RSG
+91.5%
+67.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -3.7% | -0.7% | -3.0% | -3.4% |
| 30D | +8.0% | +3.3% | +4.7% | +6.6% |
| 3M | +11.3% | +8.5% | +2.8% | +7.4% |
| 6M | +24.0% | -3.5% | +27.5% | +25.5% |
| YTD | +65.3% | +5.5% | +59.8% | +61.1% |
| 1Y | +60.2% | -1.7% | +61.9% | +60.5% |
| 3Y | +46.9% | +56.9% | -10.0% | +16.1% |
| 5Y | +158.7% | +89.4% | +69.3% | +90.4% |
| All | +158.7% | +91.5% | +67.2% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 5y: compounded portfolio wealth divided by compounded RSG 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…
5y analysis · Full analysis span regression · 6 months rolling