+98.9%
OVV vs Z
-56.4%
+155.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.5% | +7.3% | +2.6% |
| 7D | -7.3% | -6.5% | -0.8% | -6.7% |
| 30D | -3.6% | -0.1% | -3.5% | -4.2% |
| 3M | -2.6% | -14.1% | +11.5% | -1.4% |
| 6M | +7.6% | -30.1% | +37.6% | +12.0% |
| YTD | +59.6% | -57.5% | +117.1% | +79.7% |
| 1Y | +62.2% | -60.3% | +122.5% | +84.8% |
| 3Y | +49.6% | -21.0% | +70.6% | +44.4% |
| 5Y | +98.9% | -54.9% | +153.8% | +89.9% |
| All | +98.9% | -56.4% | +155.4% | +89.9% |
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