+1,945.7%
ROP vs OVV
+162.8%
+1,782.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.8% | -3.2% |
| 7D | -4.4% | +0.3% | -4.7% | -4.5% |
| 30D | +3.2% | +11.7% | -8.5% | +1.1% |
| 3M | +23.1% | +9.8% | +13.3% | +20.5% |
| 6M | +13.3% | +26.6% | -13.3% | +7.8% |
| YTD | -7.9% | +67.0% | -74.9% | -16.9% |
| 1Y | -22.1% | +55.9% | -78.0% | -29.1% |
| 3Y | -16.8% | +45.5% | -62.3% | -25.3% |
| 5Y | -13.5% | +157.3% | -170.9% | -34.7% |
| 10Y | +137.7% | +65.0% | +72.7% | +46.4% |
| All | +1,945.7% | +162.8% | +1,782.9% | +887.8% |
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