+263.4%
ROK vs OVV
+58.9%
+204.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +7.1% | +8.0% | -1.0% | +5.5% |
| 30D | -5.0% | -2.0% | -2.9% | -4.7% |
| 3M | -9.4% | +5.4% | -14.8% | -10.6% |
| 6M | -11.0% | +14.3% | -25.3% | -14.0% |
| YTD | +4.4% | +69.4% | -65.0% | -7.5% |
| 1Y | +7.4% | +72.4% | -65.0% | -5.4% |
| 3Y | +61.0% | +58.4% | +2.6% | +41.7% |
| 5Y | +30.4% | +106.1% | -75.7% | +3.9% |
| All | +263.4% | +58.9% | +204.5% | +111.5% |
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