+55.4%
OVV vs TDY
+472.2%
-416.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -2.9% | -1.9% | -1.0% | -1.5% |
| 30D | +0.9% | -12.5% | +13.4% | +11.4% |
| 3M | +11.0% | -0.8% | +11.8% | +10.3% |
| 6M | +22.3% | -9.0% | +31.3% | +27.7% |
| YTD | +65.1% | +16.8% | +48.3% | +39.8% |
| 1Y | +53.1% | +9.5% | +43.7% | +35.3% |
| 3Y | +46.7% | +45.4% | +1.3% | -0.1% |
| 5Y | +155.5% | +37.8% | +117.7% | +77.6% |
| All | +55.4% | +472.2% | -416.8% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling