+0.9%
ROK vs OVV
+58.4%
-57.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -11.5% | -10.7% | -0.8% | -12.4% |
| 30D | -10.0% | -5.3% | -4.7% | -10.3% |
| 3M | -11.4% | +2.4% | -13.8% | -11.0% |
| 6M | -13.7% | +5.7% | -19.3% | -12.7% |
| YTD | +1.0% | +56.8% | -55.7% | -2.1% |
| All | +0.9% | +58.4% | -57.6% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling