+48.2%
OVV vs USFD
+369.7%
-321.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -16.7% | +3.0% | -19.6% | -18.3% |
| 30D | -1.5% | +11.1% | -12.6% | -7.2% |
| 3M | +1.6% | -0.3% | +1.8% | +0.5% |
| 6M | +2.0% | +15.9% | -13.8% | -7.1% |
| YTD | +56.8% | +41.6% | +15.2% | +26.0% |
| 1Y | +64.8% | +49.4% | +15.4% | +28.3% |
| 3Y | +38.3% | +157.8% | -119.6% | -20.7% |
| 5Y | +84.9% | +176.6% | -91.7% | -1.9% |
| All | +48.2% | +369.7% | -321.5% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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