-6.3%
RKT vs OVV
+160.2%
-166.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.9% |
| 7D | +2.1% | +0.3% | +1.8% | +2.1% |
| 30D | +1.4% | +11.7% | -10.3% | +0.1% |
| 3M | +6.3% | +9.8% | -3.5% | +4.7% |
| 6M | -15.5% | +26.6% | -42.0% | -19.3% |
| YTD | -27.4% | +67.0% | -94.4% | -34.2% |
| 1Y | -26.6% | +55.9% | -82.5% | -32.8% |
| 3Y | +41.2% | +45.5% | -4.3% | +27.5% |
| All | -6.3% | +160.2% | -166.4% | -26.8% |
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