-13.3%
OVV vs USFR
+28.5%
-41.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | -16.7% | +0.1% | -16.8% | -16.8% |
| 30D | -1.5% | +0.4% | -1.9% | -2.0% |
| 3M | +1.6% | +1.1% | +0.5% | +0.3% |
| 6M | +2.0% | +2.1% | 0.0% | -0.4% |
| YTD | +56.8% | +3.4% | +53.4% | +50.6% |
| 1Y | +64.8% | +4.1% | +60.7% | +57.0% |
| 3Y | +38.3% | +14.4% | +23.9% | +17.7% |
| 5Y | +84.9% | +21.3% | +63.5% | +45.9% |
| 10Y | +54.5% | +28.5% | +26.1% | +15.9% |
| All | -13.3% | +28.5% | -41.9% | -35.0% |
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