+171.6%
OVV vs TKO
+2,984.4%
-2,812.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.2% |
| 7D | +0.3% | +0.7% | -0.5% | 0.0% |
| 30D | +11.7% | +1.6% | +10.1% | +11.0% |
| 3M | +9.8% | -7.8% | +17.6% | +11.7% |
| 6M | +26.6% | -13.3% | +39.9% | +30.1% |
| YTD | +67.0% | -10.3% | +77.3% | +69.7% |
| 1Y | +55.9% | -0.6% | +56.5% | +52.9% |
| 3Y | +45.5% | +88.5% | -43.0% | +15.9% |
| 5Y | +157.3% | +284.7% | -127.4% | +63.5% |
| 10Y | +65.0% | +905.7% | -840.7% | -20.5% |
| All | +171.6% | +2,984.4% | -2,812.7% | -21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling