+381.8%
OVV vs RVMD
+644.5%
-262.7%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | +0.3% | +1.0% | -0.8% | +0.1% |
| 30D | +11.7% | +6.4% | +5.3% | +10.6% |
| 3M | +9.8% | +34.9% | -25.1% | +4.3% |
| 6M | +26.6% | +107.6% | -81.0% | +9.9% |
| YTD | +67.0% | +163.7% | -96.7% | +36.9% |
| 1Y | +55.9% | +439.2% | -383.3% | +10.6% |
| 3Y | +45.5% | +499.2% | -453.7% | -3.9% |
| 5Y | +157.3% | +621.7% | -464.4% | +49.9% |
| All | +381.8% | +644.5% | -262.7% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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