-54.8%
ROKU vs OVV
+162.0%
-216.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -3.0% | -3.8% | +0.8% | -1.9% |
| 30D | +0.7% | +1.3% | -0.6% | +0.2% |
| 3M | +26.5% | +14.3% | +12.1% | +20.8% |
| 6M | +52.6% | +21.1% | +31.5% | +41.4% |
| YTD | +40.9% | +66.0% | -25.1% | +17.0% |
| 1Y | +57.6% | +59.3% | -1.6% | +31.7% |
| 3Y | +83.2% | +47.6% | +35.6% | +52.2% |
| 5Y | -54.8% | +162.0% | -216.8% | -65.1% |
| All | -54.8% | +162.0% | -216.8% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling