+158.3%
OVV vs TXT
+10.4%
+148.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.5% |
| 7D | +0.3% | -4.8% | +5.0% | +3.1% |
| 30D | +11.7% | -10.6% | +22.3% | +19.1% |
| 3M | +9.8% | -13.2% | +23.0% | +17.7% |
| 6M | +26.6% | -20.3% | +46.9% | +41.8% |
| YTD | +67.0% | -9.3% | +76.3% | +69.4% |
| 1Y | +55.9% | -2.7% | +58.6% | +49.3% |
| 3Y | +45.5% | +1.4% | +44.1% | +28.9% |
| All | +158.3% | +10.4% | +148.0% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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