+244.8%
SOXX vs OVV
+149.9%
+94.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.2% | -2.6% |
| 7D | +3.0% | -2.9% | +5.9% | +3.8% |
| 30D | -3.1% | +0.9% | -4.0% | -3.4% |
| 3M | -4.4% | +11.0% | -15.4% | -7.5% |
| 6M | +52.9% | +22.3% | +30.6% | +42.8% |
| YTD | +72.0% | +65.1% | +6.9% | +47.0% |
| 1Y | +105.1% | +53.1% | +52.0% | +78.3% |
| 3Y | +220.6% | +46.7% | +173.9% | +173.4% |
| 5Y | +244.8% | +155.5% | +89.3% | +153.7% |
| All | +244.8% | +149.9% | +94.9% | +153.7% |
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 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