-10.4%
RKT vs OVV
+75.2%
-85.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -5.6% | +14.3% | +6.0% |
| 7D | +29.7% | -12.1% | +41.8% | +22.7% |
| 30D | +28.5% | +2.9% | +25.6% | +30.4% |
| 3M | +6.4% | +3.7% | +2.7% | +9.0% |
| 6M | +7.1% | +0.6% | +6.5% | +13.3% |
| YTD | -22.5% | +62.5% | -84.9% | -17.9% |
| 1Y | -10.4% | +72.0% | -82.5% | -6.6% |
| All | -10.4% | +75.2% | -85.6% | -6.6% |
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