+49.6%
OVV vs Z
-20.5%
+70.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.5% | +7.3% | +2.2% |
| 7D | -7.3% | -6.5% | -0.8% | -6.9% |
| 30D | -3.6% | -0.1% | -3.5% | -3.9% |
| 3M | -2.6% | -14.1% | +11.5% | -1.9% |
| 6M | +7.6% | -30.1% | +37.6% | +10.7% |
| YTD | +59.6% | -57.5% | +117.1% | +75.5% |
| 1Y | +62.2% | -60.3% | +122.5% | +80.3% |
| 3Y | +49.6% | -21.0% | +70.6% | +58.3% |
| All | +49.6% | -20.5% | +70.1% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling