+171.6%
OVV vs RVTY
+857.5%
-685.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +0.3% | +1.1% | -0.8% | -0.1% |
| 30D | +11.7% | +13.2% | -1.5% | +7.0% |
| 3M | +9.8% | +27.2% | -17.4% | +0.2% |
| 6M | +26.6% | +32.4% | -5.8% | +12.3% |
| YTD | +67.0% | +34.9% | +32.2% | +46.3% |
| 1Y | +55.9% | +52.4% | +3.6% | +29.9% |
| 3Y | +45.5% | +12.3% | +33.2% | +31.2% |
| 5Y | +157.3% | -30.8% | +188.2% | +169.4% |
| 10Y | +65.0% | +150.7% | -85.7% | +12.8% |
| All | +171.6% | +857.5% | -685.8% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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