+98.9%
OVV vs VICR
+3.5%
+95.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.9% |
| 7D | -7.3% | -9.7% | +2.4% | -6.7% |
| 30D | -3.6% | -39.2% | +35.7% | -0.6% |
| 3M | -2.6% | -22.6% | +19.9% | -2.1% |
| 6M | +7.6% | -37.0% | +44.5% | +7.9% |
| YTD | +59.6% | +47.5% | +12.1% | +42.7% |
| 1Y | +62.2% | +75.0% | -12.8% | +41.8% |
| 3Y | +49.6% | +343.0% | -293.4% | +11.1% |
| 5Y | +98.9% | +3.9% | +95.0% | +81.6% |
| All | +98.9% | +3.5% | +95.4% | +81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling