+46.9%
OVV vs VICR
+201.6%
-154.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.1% |
| 7D | -3.7% | +9.8% | -13.6% | -4.2% |
| 30D | +8.0% | -12.6% | +20.6% | +8.5% |
| 3M | +11.3% | -29.7% | +41.0% | +12.3% |
| 6M | +24.0% | +18.8% | +5.2% | +18.3% |
| YTD | +65.3% | +76.4% | -11.1% | +49.4% |
| 1Y | +60.2% | +282.4% | -222.2% | +30.1% |
| 3Y | +46.9% | +206.2% | -159.2% | +19.9% |
| All | +46.9% | +201.6% | -154.7% | +19.9% |
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