+4,007.3%
ROL vs OVV
+162.8%
+3,844.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +0.6% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | -4.1% | +11.7% | -15.8% | -5.4% |
| 3M | -22.5% | +9.8% | -32.3% | -23.5% |
| 6M | -37.7% | +26.6% | -64.2% | -39.7% |
| YTD | -39.6% | +67.0% | -106.6% | -43.5% |
| 1Y | -36.0% | +55.9% | -91.9% | -39.8% |
| 3Y | -5.1% | +45.5% | -50.6% | -11.7% |
| 5Y | -3.4% | +157.3% | -160.7% | -19.3% |
| 10Y | +215.2% | +65.0% | +150.2% | +133.2% |
| All | +4,007.3% | +162.8% | +3,844.5% | +1,910.8% |
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