+2,725.1%
SOXX vs OVV
+161.2%
+2,563.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +6.1% | -3.8% | +9.9% | +7.0% |
| 30D | +0.5% | +1.3% | -0.8% | +0.1% |
| 3M | -5.3% | +14.3% | -19.7% | -8.7% |
| 6M | +58.3% | +21.1% | +37.2% | +49.9% |
| YTD | +76.8% | +66.0% | +10.8% | +55.5% |
| 1Y | +114.6% | +59.3% | +55.3% | +89.8% |
| 3Y | +229.6% | +47.6% | +182.1% | +191.6% |
| 5Y | +257.3% | +162.0% | +95.4% | +167.4% |
| 10Y | +1,583.2% | +56.5% | +1,526.8% | +953.4% |
| All | +2,725.1% | +161.2% | +2,563.9% | +966.9% |
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