+49.7%
ROK vs OVV
+49.8%
-0.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.6% |
| 7D | +0.7% | +0.3% | +0.4% | +0.6% |
| 30D | -3.3% | +11.7% | -15.0% | -5.6% |
| 3M | -5.9% | +9.8% | -15.7% | -8.0% |
| 6M | +13.9% | +26.6% | -12.7% | +6.0% |
| YTD | +12.6% | +67.0% | -54.4% | -3.4% |
| 1Y | +28.6% | +55.9% | -27.3% | +12.0% |
| All | +49.7% | +49.8% | -0.1% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling