+158.7%
OVV vs VICR
+53.8%
+104.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.2% |
| 7D | -3.7% | +9.8% | -13.6% | -4.5% |
| 30D | +8.0% | -12.6% | +20.6% | +8.9% |
| 3M | +11.3% | -29.7% | +41.0% | +13.2% |
| 6M | +24.0% | +18.8% | +5.2% | +17.0% |
| YTD | +65.3% | +76.4% | -11.1% | +46.9% |
| 1Y | +60.2% | +282.4% | -222.2% | +27.2% |
| 3Y | +46.9% | +206.2% | -159.2% | +14.7% |
| 5Y | +158.7% | +53.9% | +104.8% | +113.3% |
| All | +158.7% | +53.8% | +104.9% | +113.3% |
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