+158.3%
OVV vs TAP
+2.2%
+156.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.7% |
| 7D | +0.3% | -2.3% | +2.6% | +0.8% |
| 30D | +11.7% | -2.1% | +13.9% | +12.2% |
| 3M | +9.8% | +6.6% | +3.2% | +7.2% |
| 6M | +26.6% | -11.5% | +38.1% | +30.3% |
| YTD | +67.0% | -10.3% | +77.3% | +70.7% |
| 1Y | +55.9% | -14.4% | +70.3% | +61.3% |
| 3Y | +45.5% | -28.3% | +73.8% | +57.5% |
| All | +158.3% | +2.2% | +156.2% | +110.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling