+515.5%
OVV vs ZCMD
-100.0%
+615.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +0.9% |
| 7D | +8.0% | -7.7% | +15.7% | +8.3% |
| 30D | -2.0% | -34.8% | +32.7% | -0.9% |
| 3M | +5.4% | -56.3% | +61.7% | +7.4% |
| 6M | +14.3% | -99.7% | +113.9% | +30.0% |
| YTD | +69.4% | -99.9% | +169.3% | +100.6% |
| 1Y | +72.4% | -99.9% | +172.3% | +107.9% |
| 3Y | +58.4% | -100.0% | +158.4% | +124.9% |
| 5Y | +106.1% | -100.0% | +206.1% | +211.0% |
| All | +515.5% | -100.0% | +615.5% | +3,047.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 10y: compounded portfolio wealth divided by compounded ZCMD 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…
10y analysis · Full analysis span regression · 6 months rolling