+175.6%
OVV vs VICR
+1,012.4%
-836.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +1.4% |
| 7D | +8.0% | +8.3% | -0.2% | +6.4% |
| 30D | -2.0% | -35.2% | +33.1% | +4.2% |
| 3M | +5.4% | -29.8% | +35.2% | +8.6% |
| 6M | +14.3% | -48.6% | +62.8% | +20.3% |
| YTD | +69.4% | +45.1% | +24.3% | +39.2% |
| 1Y | +72.4% | +79.6% | -7.2% | +35.5% |
| 3Y | +58.4% | +335.4% | -277.0% | -5.1% |
| 5Y | +106.1% | -1.0% | +107.1% | +50.9% |
| 10Y | +59.6% | +993.1% | -933.5% | -33.8% |
| All | +175.6% | +1,012.4% | -836.9% | -20.0% |
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 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