+108.8%
OVV vs Z
+6.9%
+101.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.2% |
| 7D | -16.7% | -4.6% | -12.1% | -16.2% |
| 30D | -1.5% | +8.3% | -9.8% | -3.9% |
| 3M | +1.6% | -11.6% | +13.2% | +2.8% |
| 6M | +2.0% | -33.6% | +35.7% | +8.8% |
| YTD | +56.8% | -56.7% | +113.5% | +80.8% |
| 1Y | +64.8% | -59.1% | +124.0% | +92.2% |
| 3Y | +38.3% | -20.4% | +58.6% | +32.5% |
| 5Y | +84.9% | -55.3% | +140.1% | +91.2% |
| 10Y | +54.5% | -14.2% | +68.7% | +20.3% |
| All | +108.8% | +6.9% | +101.9% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling