+110.1%
OVV vs Z
+9.5%
+100.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -10.6% | +7.8% | -0.7% |
| 7D | -14.9% | -2.3% | -12.6% | -14.8% |
| 30D | -0.9% | +9.4% | -10.3% | -3.5% |
| 3M | +5.6% | -16.1% | +21.7% | +7.9% |
| 6M | -2.5% | -30.4% | +27.9% | +3.0% |
| YTD | +57.8% | -55.6% | +113.4% | +81.1% |
| 1Y | +70.1% | -58.5% | +128.6% | +97.7% |
| 3Y | +35.1% | -19.6% | +54.8% | +29.4% |
| 5Y | +86.1% | -54.1% | +140.2% | +91.5% |
| 10Y | +55.5% | -12.1% | +67.6% | +20.4% |
| All | +110.1% | +9.5% | +100.6% | +62.9% |
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 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