+133.8%
RF vs OVV
+155.6%
-21.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.6% | +7.1% | +3.3% |
| 7D | +2.3% | -12.1% | +14.4% | +6.3% |
| 30D | +7.2% | +2.9% | +4.4% | +5.9% |
| 3M | -8.2% | +3.7% | -11.9% | -10.0% |
| 6M | +7.0% | +0.6% | +6.4% | +5.2% |
| YTD | +10.3% | +62.5% | -52.2% | -8.3% |
| 1Y | +25.1% | +72.0% | -46.9% | +1.7% |
| 3Y | +110.3% | +39.1% | +71.2% | +77.8% |
| 5Y | +47.1% | +98.5% | -51.4% | +2.6% |
| 10Y | +297.9% | +60.1% | +237.8% | +99.7% |
| All | +133.8% | +155.6% | -21.8% | -4.1% |
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