+158.7%
OVV vs ZCMD
-100.0%
+258.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -3.7% | -1.4% | -2.3% | -3.7% |
| 30D | +8.0% | -21.6% | +29.6% | +8.1% |
| 3M | +11.3% | -67.4% | +78.6% | +10.5% |
| 6M | +24.0% | -99.4% | +123.4% | +27.0% |
| YTD | +65.3% | -99.7% | +165.1% | +70.9% |
| 1Y | +60.2% | -99.9% | +160.1% | +66.9% |
| 3Y | +46.9% | -100.0% | +146.9% | +58.8% |
| 5Y | +158.7% | -100.0% | +258.7% | +199.9% |
| All | +158.7% | -100.0% | +258.7% | +199.9% |
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