+63.2%
PYPL vs OVV
+44.0%
+19.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +3.9% | -16.7% | +20.6% | +6.4% |
| 30D | +7.8% | -1.5% | +9.3% | +7.8% |
| 3M | -0.7% | +1.6% | -2.2% | -1.2% |
| 6M | +28.8% | +2.0% | +26.7% | +27.7% |
| YTD | +2.4% | +56.8% | -54.4% | -4.9% |
| 1Y | -9.6% | +64.8% | -74.4% | -16.7% |
| 3Y | +9.7% | +38.3% | -28.6% | +2.0% |
| 5Y | -73.5% | +84.9% | -158.4% | -76.8% |
| 10Y | +46.5% | +54.5% | -8.1% | +4.3% |
| All | +63.2% | +44.0% | +19.2% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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