+159.6%
OVV vs RVTY
+1,070.3%
-910.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.2% |
| 7D | -7.3% | -2.7% | -4.6% | -6.5% |
| 30D | -3.6% | +3.2% | -6.8% | -4.9% |
| 3M | -2.6% | +37.2% | -39.8% | -13.4% |
| 6M | +7.6% | +57.7% | -50.1% | -9.6% |
| YTD | +59.6% | +64.8% | -5.2% | +29.6% |
| 1Y | +62.2% | +72.8% | -10.6% | +29.2% |
| 3Y | +49.6% | +89.8% | -40.2% | +12.1% |
| 5Y | +98.9% | -8.4% | +107.4% | +87.8% |
| 10Y | +45.1% | +219.5% | -174.3% | -9.2% |
| All | +159.6% | +1,070.3% | -910.7% | +6.8% |
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