-16.7%
RKT vs OVV
+538.5%
-555.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.3% | +1.7% |
| 7D | +17.7% | -16.7% | +34.3% | +19.4% |
| 30D | +31.6% | -1.5% | +33.1% | +31.4% |
| 3M | +13.9% | +1.6% | +12.3% | +13.2% |
| 6M | +2.8% | +2.0% | +0.8% | +1.7% |
| YTD | -22.2% | +56.8% | -79.0% | -28.0% |
| 1Y | -3.5% | +64.8% | -68.4% | -11.4% |
| 3Y | +95.3% | +38.3% | +57.0% | +80.0% |
| 5Y | -0.4% | +84.9% | -85.3% | -12.6% |
| All | -16.7% | +538.5% | -555.1% | -31.3% |
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