+360.4%
OVV vs RVMD
+584.4%
-224.0%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.4% | +2.4% |
| 7D | -7.3% | -0.6% | -6.7% | -7.4% |
| 30D | -3.6% | +1.7% | -5.3% | -4.2% |
| 3M | -2.6% | -6.7% | +4.1% | -2.1% |
| 6M | +7.6% | +36.1% | -28.6% | +1.4% |
| YTD | +59.6% | +142.4% | -82.8% | +32.0% |
| 1Y | +62.2% | +207.8% | -145.6% | +28.1% |
| 3Y | +49.6% | +879.5% | -829.9% | -8.6% |
| 5Y | +98.9% | +509.0% | -410.1% | +21.0% |
| All | +360.4% | +584.4% | -224.0% | +96.8% |
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