-2.5%
OVV vs Z
-31.8%
+29.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -10.6% | +7.8% | -4.2% |
| 7D | -14.9% | -2.3% | -12.6% | -14.7% |
| 30D | -0.9% | +9.4% | -10.3% | +0.6% |
| 3M | +5.6% | -16.1% | +21.7% | +2.8% |
| 6M | -2.5% | -30.4% | +27.9% | -3.4% |
| All | -2.5% | -31.8% | +29.3% | -3.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling