+60.1%
OVV vs ZYBT
-58.4%
+118.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.4% |
| 7D | -3.8% | -3.7% | -0.1% | -3.8% |
| 30D | +1.3% | -12.8% | +14.1% | +1.3% |
| 3M | +14.3% | +76.2% | -61.9% | +14.1% |
| 6M | +21.1% | +109.3% | -88.2% | +19.2% |
| YTD | +66.0% | +36.5% | +29.5% | +65.2% |
| 1Y | +59.3% | -84.0% | +143.3% | +69.4% |
| All | +60.1% | -58.4% | +118.5% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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