+104.5%
OVV vs Z
-54.7%
+159.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.5% |
| 7D | +6.5% | -4.9% | +11.5% | +7.2% |
| 30D | -2.7% | +3.0% | -5.6% | -3.7% |
| 3M | +3.1% | -13.4% | +16.6% | +4.3% |
| 6M | +12.8% | -27.3% | +40.1% | +16.7% |
| YTD | +68.1% | -57.8% | +125.9% | +89.5% |
| 1Y | +73.6% | -60.0% | +133.7% | +97.5% |
| 3Y | +57.6% | -21.5% | +79.1% | +52.1% |
| 5Y | +104.5% | -55.0% | +159.5% | +95.8% |
| All | +104.5% | -54.7% | +159.3% | +95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling