+0.6%
ROP vs OVV
+84.0%
-83.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.9% |
| 7D | +2.1% | -16.7% | +18.8% | +3.8% |
| 30D | +32.9% | -1.5% | +34.4% | +32.9% |
| 3M | +20.0% | +1.6% | +18.5% | +19.6% |
| 6M | +36.4% | +2.0% | +34.4% | +35.7% |
| YTD | +7.8% | +56.8% | -49.0% | +2.8% |
| 1Y | +8.0% | +64.8% | -56.9% | +2.3% |
| 3Y | -3.5% | +38.3% | -41.8% | -8.5% |
| All | +0.6% | +84.0% | -83.5% | -6.8% |
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 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