+38.3%
OVV vs TAP
-23.7%
+61.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | 0.0% |
| 7D | -16.7% | +0.5% | -17.2% | -16.9% |
| 30D | -1.5% | +9.1% | -10.6% | -3.3% |
| 3M | +1.6% | -3.8% | +5.4% | +1.8% |
| 6M | +2.0% | -3.4% | +5.5% | +2.1% |
| YTD | +56.8% | -10.6% | +67.4% | +59.1% |
| 1Y | +64.8% | -4.4% | +69.2% | +64.5% |
| 3Y | +38.3% | -24.4% | +62.6% | +38.7% |
| All | +38.3% | -23.7% | +61.9% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 3y: compounded portfolio wealth divided by compounded TAP 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…
3y analysis · Full analysis span regression · 6 months rolling