+171.6%
OVV vs TAP
+116.8%
+54.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.7% |
| 7D | +0.3% | -2.3% | +2.6% | +1.3% |
| 30D | +11.7% | -2.1% | +13.9% | +12.5% |
| 3M | +9.8% | +6.6% | +3.2% | +5.4% |
| 6M | +26.6% | -11.5% | +38.1% | +32.2% |
| YTD | +67.0% | -10.3% | +77.3% | +72.5% |
| 1Y | +55.9% | -14.4% | +70.3% | +63.6% |
| 3Y | +45.5% | -28.3% | +73.8% | +62.0% |
| 5Y | +157.3% | +1.7% | +155.6% | +132.2% |
| 10Y | +65.0% | -49.2% | +114.2% | +109.8% |
| All | +171.6% | +116.8% | +54.8% | +110.5% |
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