+56.0%
OVV vs TDY
+434.3%
-378.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.2% |
| 7D | +8.0% | +4.1% | +4.0% | +4.7% |
| 30D | -2.0% | +5.7% | -7.8% | -6.7% |
| 3M | +5.4% | -4.4% | +9.9% | +8.1% |
| 6M | +14.3% | +1.2% | +13.0% | +10.4% |
| YTD | +69.4% | +26.0% | +43.4% | +34.1% |
| 1Y | +72.4% | +27.4% | +45.0% | +35.0% |
| 3Y | +58.4% | +67.5% | -9.1% | -5.0% |
| 5Y | +106.1% | +44.9% | +61.2% | +37.5% |
| All | +56.0% | +434.3% | -378.3% | -37.5% |
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