+3,141.8%
ROK vs OVV
+146.7%
+2,995.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -1.2% |
| 7D | -13.8% | -16.7% | +2.8% | -9.8% |
| 30D | -14.9% | -1.5% | -13.4% | -14.8% |
| 3M | -14.7% | +1.6% | -16.2% | -15.5% |
| 6M | -17.7% | +2.0% | -19.7% | -19.0% |
| YTD | -2.5% | +56.8% | -59.3% | -15.0% |
| 1Y | +2.3% | +64.8% | -62.6% | -12.3% |
| 3Y | +52.7% | +38.3% | +14.5% | +33.8% |
| 5Y | +20.5% | +84.9% | -64.3% | -9.0% |
| 10Y | +284.0% | +54.5% | +229.5% | +110.0% |
| All | +3,141.8% | +146.7% | +2,995.1% | +1,157.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling