+162.0%
OVV vs TKO
+306.8%
-144.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.9% |
| 7D | -3.8% | +0.7% | -4.5% | -4.0% |
| 30D | +1.3% | +0.9% | +0.4% | +0.8% |
| 3M | +14.3% | -6.2% | +20.5% | +15.5% |
| 6M | +21.1% | -5.6% | +26.7% | +21.6% |
| YTD | +66.0% | -7.8% | +73.9% | +67.3% |
| 1Y | +59.3% | -1.2% | +60.5% | +56.4% |
| 3Y | +47.6% | +106.5% | -59.0% | +14.2% |
| 5Y | +162.0% | +310.4% | -148.4% | +33.0% |
| All | +162.0% | +306.8% | -144.8% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling