+112.0%
ROST vs OVV
+107.0%
+5.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.4% |
| 7D | +0.3% | +8.0% | -7.8% | -0.7% |
| 30D | +0.5% | -2.0% | +2.5% | +0.6% |
| 3M | -5.2% | +5.4% | -10.7% | -6.1% |
| 6M | +9.8% | +14.3% | -4.4% | +7.4% |
| YTD | +29.4% | +69.4% | -40.0% | +18.9% |
| 1Y | +44.4% | +72.4% | -28.0% | +32.2% |
| 3Y | +95.0% | +58.4% | +36.6% | +76.8% |
| All | +112.0% | +107.0% | +5.0% | +67.0% |
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