+42.5%
OVV vs Z
-11.7%
+54.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -0.8% |
| 7D | -10.7% | -5.2% | -5.6% | -10.1% |
| 30D | -5.3% | +5.7% | -11.0% | -7.1% |
| 3M | +2.4% | -8.7% | +11.1% | +2.9% |
| 6M | +5.7% | -26.0% | +31.6% | +10.1% |
| YTD | +56.8% | -55.0% | +111.8% | +79.4% |
| 1Y | +59.3% | -58.0% | +117.3% | +84.7% |
| 3Y | +49.0% | -15.2% | +64.2% | +40.8% |
| 5Y | +88.1% | -53.8% | +141.9% | +93.2% |
| 10Y | +42.5% | -14.5% | +57.1% | +14.8% |
| All | +42.5% | -11.7% | +54.2% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling