+49.6%
OVV vs VICR
+345.4%
-295.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.9% |
| 7D | -7.3% | -9.7% | +2.4% | -7.0% |
| 30D | -3.6% | -39.2% | +35.7% | -2.0% |
| 3M | -2.6% | -22.6% | +19.9% | -2.4% |
| 6M | +7.6% | -37.0% | +44.5% | +7.5% |
| YTD | +59.6% | +47.5% | +12.1% | +43.3% |
| 1Y | +62.2% | +75.0% | -12.8% | +42.3% |
| 3Y | +49.6% | +343.0% | -293.4% | +10.0% |
| All | +49.6% | +345.4% | -295.8% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 3y: compounded portfolio wealth divided by compounded VICR 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…
3y analysis · Full analysis span regression · 6 months rolling