+42.5%
OVV vs USFR
+28.5%
+14.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -10.7% | +0.1% | -10.8% | -10.9% |
| 30D | -5.3% | +0.4% | -5.7% | -6.0% |
| 3M | +2.4% | +1.1% | +1.3% | +0.1% |
| 6M | +5.7% | +2.0% | +3.6% | +1.3% |
| YTD | +56.8% | +3.4% | +53.4% | +46.2% |
| 1Y | +59.3% | +4.1% | +55.2% | +46.5% |
| 3Y | +49.0% | +14.3% | +34.6% | +12.9% |
| 5Y | +88.1% | +21.3% | +66.8% | +22.2% |
| 10Y | +42.5% | +28.5% | +14.1% | -10.7% |
| All | +42.5% | +28.5% | +14.1% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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