+56.0%
OVV vs Z
-16.5%
+72.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.1% |
| 7D | +8.0% | +0.8% | +7.2% | +7.8% |
| 30D | -2.0% | +5.2% | -7.2% | -3.9% |
| 3M | +5.4% | -17.0% | +22.5% | +8.1% |
| 6M | +14.3% | -22.7% | +36.9% | +17.9% |
| YTD | +69.4% | -56.3% | +125.7% | +94.9% |
| 1Y | +72.4% | -57.7% | +130.0% | +99.2% |
| 3Y | +58.4% | -16.5% | +74.9% | +50.0% |
| 5Y | +106.1% | -53.4% | +159.5% | +110.7% |
| All | +56.0% | -16.5% | +72.4% | +25.2% |
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