+95.0%
ROST vs OVV
+58.8%
+36.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.4% |
| 7D | +0.3% | +8.0% | -7.8% | -0.2% |
| 30D | +0.5% | -2.0% | +2.5% | +0.5% |
| 3M | -5.2% | +5.4% | -10.7% | -5.8% |
| 6M | +9.8% | +14.3% | -4.4% | +8.3% |
| YTD | +29.4% | +69.4% | -40.0% | +21.3% |
| 1Y | +44.4% | +72.4% | -28.0% | +35.0% |
| 3Y | +95.0% | +58.4% | +36.6% | +85.7% |
| All | +95.0% | +58.8% | +36.2% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling