+354.9%
ROK vs OVV
+55.1%
+299.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +0.2% | -3.8% | +4.0% | +0.9% |
| 30D | -1.8% | +1.3% | -3.1% | -2.1% |
| 3M | -7.2% | +14.3% | -21.5% | -10.0% |
| 6M | +14.2% | +21.1% | -7.0% | +8.7% |
| YTD | +10.6% | +66.0% | -55.4% | -1.4% |
| 1Y | +25.9% | +59.3% | -33.4% | +12.8% |
| 3Y | +50.8% | +47.6% | +3.2% | +34.6% |
| 5Y | +47.0% | +162.0% | -114.9% | +11.7% |
| 10Y | +354.9% | +56.5% | +298.4% | +164.0% |
| All | +354.9% | +55.1% | +299.8% | +164.0% |
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