+156.7%
OVV vs TAP
+126.1%
+30.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.7% | -1.9% |
| 7D | -14.9% | +7.7% | -22.6% | -18.3% |
| 30D | -0.9% | +14.4% | -15.3% | -7.8% |
| 3M | +5.6% | +2.0% | +3.5% | +3.3% |
| 6M | -2.5% | +2.5% | -5.0% | -5.5% |
| YTD | +57.8% | -6.4% | +64.2% | +58.5% |
| 1Y | +70.1% | -2.3% | +72.4% | +66.9% |
| 3Y | +35.1% | -20.3% | +55.4% | +42.3% |
| 5Y | +86.1% | +6.9% | +79.2% | +62.5% |
| 10Y | +55.5% | -46.3% | +101.9% | +91.4% |
| All | +156.7% | +126.1% | +30.6% | +93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling