+171.6%
OVV vs VICR
+1,218.7%
-1,047.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.5% | -7.2% | -2.7% |
| 7D | +0.3% | +0.4% | -0.2% | +0.1% |
| 30D | +11.7% | -13.9% | +25.7% | +14.1% |
| 3M | +9.8% | -38.4% | +48.2% | +16.6% |
| 6M | +26.6% | -7.2% | +33.8% | +19.3% |
| YTD | +67.0% | +72.0% | -5.0% | +37.1% |
| 1Y | +55.9% | +263.3% | -207.4% | +7.7% |
| 3Y | +45.5% | +173.3% | -127.8% | -1.6% |
| 5Y | +157.3% | +47.3% | +110.0% | +78.6% |
| 10Y | +65.0% | +1,495.2% | -1,430.2% | -34.6% |
| All | +171.6% | +1,218.7% | -1,047.1% | -21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling