-5.4%
RKT vs OVV
+107.0%
-112.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -9.0% | +8.0% | -17.0% | -9.7% |
| 30D | +30.2% | -2.0% | +32.2% | +30.1% |
| 3M | -8.8% | +5.4% | -14.3% | -9.8% |
| 6M | -0.9% | +14.3% | -15.2% | -3.5% |
| YTD | -29.2% | +69.4% | -98.6% | -36.4% |
| 1Y | -20.1% | +72.4% | -92.4% | -28.5% |
| 3Y | +81.3% | +58.4% | +22.9% | +59.6% |
| All | -5.4% | +107.0% | -112.3% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling