+302.2%
ROST vs OVV
+54.2%
+248.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | 0.0% | -3.7% | +3.8% | +0.6% |
| 30D | -10.2% | +8.0% | -18.1% | -11.2% |
| 3M | +1.0% | +11.3% | -10.2% | -0.8% |
| 6M | +8.7% | +24.0% | -15.3% | +4.5% |
| YTD | +27.8% | +65.3% | -37.5% | +17.3% |
| 1Y | +52.7% | +60.2% | -7.5% | +40.4% |
| 3Y | +97.5% | +46.9% | +50.5% | +80.0% |
| 5Y | +111.6% | +158.7% | -47.1% | +69.4% |
| 10Y | +302.2% | +50.8% | +251.3% | +166.6% |
| All | +302.2% | +54.2% | +248.0% | +166.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling