+88.2%
OVV vs ZCMD
-100.0%
+188.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.7% |
| 7D | -16.7% | -4.4% | -12.3% | -16.6% |
| 30D | -1.5% | -43.0% | +41.5% | -1.1% |
| 3M | +1.6% | -54.9% | +56.4% | +2.1% |
| 6M | +2.0% | -99.8% | +101.8% | +5.4% |
| YTD | +56.8% | -99.9% | +156.7% | +62.6% |
| 1Y | +64.8% | -99.9% | +164.8% | +71.8% |
| 3Y | +38.3% | -100.0% | +138.3% | +49.7% |
| All | +88.2% | -100.0% | +188.2% | +115.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling