+46.9%
OVV vs TKO
+104.9%
-57.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.0% | -6.0% | -1.8% |
| 7D | -3.7% | +7.2% | -10.9% | -4.8% |
| 30D | +8.0% | +4.7% | +3.3% | +7.1% |
| 3M | +11.3% | -3.2% | +14.5% | +11.5% |
| 6M | +24.0% | -2.9% | +26.9% | +23.9% |
| YTD | +65.3% | -5.8% | +71.1% | +65.8% |
| 1Y | +60.2% | -1.1% | +61.2% | +58.3% |
| 3Y | +46.9% | +111.1% | -64.2% | +27.4% |
| All | +46.9% | +104.9% | -57.9% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 3y: compounded portfolio wealth divided by compounded TKO 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…
3y analysis · Full analysis span regression · 6 months rolling