+56.0%
OVV vs TROW
+122.3%
-66.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.3% |
| 7D | +8.0% | +0.5% | +7.6% | +7.6% |
| 30D | -2.0% | +9.3% | -11.4% | -9.1% |
| 3M | +5.4% | -0.9% | +6.3% | +5.0% |
| 6M | +14.3% | +8.3% | +5.9% | +4.7% |
| YTD | +69.4% | +10.6% | +58.8% | +49.8% |
| 1Y | +72.4% | +10.5% | +61.8% | +52.1% |
| 3Y | +58.4% | +36.5% | +21.9% | +14.1% |
| 5Y | +106.1% | -37.1% | +143.2% | +177.8% |
| All | +56.0% | +122.3% | -66.3% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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