+273.8%
RF vs OVV
+51.1%
+222.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.7% | -1.3% |
| 7D | -1.6% | -14.9% | +13.3% | +2.9% |
| 30D | +5.0% | -0.9% | +6.0% | +5.0% |
| 3M | -10.0% | +5.6% | -15.6% | -12.0% |
| 6M | +3.3% | -2.5% | +5.8% | +2.6% |
| YTD | +7.9% | +57.8% | -49.9% | -8.1% |
| 1Y | +21.2% | +70.1% | -48.8% | +0.7% |
| 3Y | +105.8% | +35.1% | +70.7% | +78.1% |
| 5Y | +43.7% | +86.1% | -42.3% | +5.8% |
| All | +273.8% | +51.1% | +222.8% | +78.0% |
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