+158.3%
OVV vs TW
+23.1%
+135.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.6% | -2.0% |
| 7D | +0.3% | -2.3% | +2.6% | +0.8% |
| 30D | +11.7% | +3.9% | +7.8% | +10.6% |
| 3M | +9.8% | +5.7% | +4.1% | +7.5% |
| 6M | +26.6% | -14.5% | +41.1% | +31.5% |
| YTD | +67.0% | -0.9% | +67.9% | +65.6% |
| 1Y | +55.9% | -13.5% | +69.4% | +61.2% |
| 3Y | +45.5% | +25.0% | +20.5% | +31.9% |
| All | +158.3% | +23.1% | +135.2% | +124.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling