-23.6%
RKT vs OVV
+573.1%
-596.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | +6.0% | -3.7% | +9.7% | +6.4% |
| 30D | +0.7% | +8.0% | -7.3% | -0.2% |
| 3M | +11.8% | +11.3% | +0.6% | +10.1% |
| 6M | -7.6% | +24.0% | -31.6% | -10.9% |
| YTD | -28.7% | +65.3% | -94.0% | -34.1% |
| 1Y | -32.6% | +60.2% | -92.7% | -37.6% |
| 3Y | +42.1% | +46.9% | -4.8% | +30.5% |
| 5Y | -7.2% | +158.7% | -165.9% | -20.3% |
| All | -23.6% | +573.1% | -596.7% | -37.1% |
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 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