+104.5%
OVV vs TKO
+274.4%
-169.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +5.0% | +2.8% |
| 7D | +6.5% | +2.6% | +3.9% | +5.9% |
| 30D | -2.7% | +11.6% | -14.3% | -5.2% |
| 3M | +3.1% | -0.1% | +3.3% | +2.7% |
| 6M | +12.8% | +6.7% | +6.1% | +9.9% |
| YTD | +68.1% | -6.0% | +74.2% | +68.3% |
| 1Y | +73.6% | +8.5% | +65.1% | +66.4% |
| 3Y | +57.6% | +150.9% | -93.4% | +17.0% |
| 5Y | +104.5% | +274.0% | -169.5% | +19.1% |
| All | +104.5% | +274.4% | -169.8% | +19.1% |
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