+117.9%
RF vs OVV
+54.1%
+63.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -0.9% |
| 7D | -1.3% | +1.2% | -2.6% | -1.6% |
| 30D | +4.6% | -2.5% | +7.2% | +4.9% |
| 3M | -8.4% | +0.5% | -8.9% | -9.0% |
| 6M | +8.9% | +8.5% | +0.4% | +5.5% |
| YTD | +8.8% | +64.5% | -55.6% | -8.9% |
| 1Y | +18.9% | +64.7% | -45.8% | -0.9% |
| All | +117.9% | +54.1% | +63.7% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling