+2.0%
RDW vs OVV
+312.5%
-310.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | +0.9% | -1.7% | +2.5% | +1.3% |
| 30D | -21.3% | +0.8% | -22.1% | -21.6% |
| 3M | -37.9% | +13.3% | -51.1% | -40.8% |
| 6M | +12.3% | +16.9% | -4.7% | +4.3% |
| YTD | +39.7% | +64.3% | -24.5% | +16.2% |
| 1Y | +25.7% | +54.2% | -28.5% | +6.1% |
| 3Y | +230.8% | +51.3% | +179.5% | +175.1% |
| 5Y | -8.8% | +154.3% | -163.0% | -28.5% |
| All | +2.0% | +312.5% | -310.5% | -22.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling