+21.2%
RF vs OVV
+72.9%
-51.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.7% | -2.2% |
| 7D | -1.6% | -14.9% | +13.3% | -2.1% |
| 30D | +5.0% | -0.9% | +6.0% | +4.9% |
| 3M | -10.0% | +5.6% | -15.6% | -9.7% |
| 6M | +3.3% | -2.5% | +5.8% | +3.8% |
| YTD | +7.9% | +57.8% | -49.9% | +3.2% |
| 1Y | +21.2% | +70.1% | -48.8% | +14.4% |
| All | +21.2% | +72.9% | -51.7% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling