+126.5%
OVV vs TW
+211.4%
-85.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | +0.2% |
| 7D | -3.7% | -3.5% | -0.2% | -2.4% |
| 30D | +8.0% | +0.5% | +7.5% | +7.6% |
| 3M | +11.3% | +4.9% | +6.3% | +7.9% |
| 6M | +24.0% | -17.1% | +41.1% | +32.6% |
| YTD | +65.3% | -3.9% | +69.2% | +64.4% |
| 1Y | +60.2% | -13.3% | +73.4% | +66.5% |
| 3Y | +46.9% | +20.9% | +26.0% | +25.9% |
| 5Y | +158.7% | +20.5% | +138.2% | +114.7% |
| All | +126.5% | +211.4% | -85.0% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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