-7.7%
OVV vs USFR
+27.5%
-35.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.8% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +11.7% | +0.3% | +11.4% | +11.3% |
| 3M | +9.8% | +1.0% | +8.8% | +8.5% |
| 6M | +26.6% | +1.9% | +24.6% | +23.7% |
| YTD | +67.0% | +2.6% | +64.4% | +61.9% |
| 1Y | +55.9% | +4.0% | +51.9% | +48.7% |
| 3Y | +45.5% | +14.1% | +31.4% | +24.2% |
| 5Y | +157.3% | +20.4% | +136.9% | +105.0% |
| 10Y | +65.0% | +28.0% | +37.0% | +24.5% |
| All | -7.7% | +27.5% | -35.2% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling