+67.7%
T vs OVV
+160.2%
-92.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.8% |
| 7D | -1.3% | +0.3% | -1.5% | -1.3% |
| 30D | +11.4% | +11.7% | -0.4% | +10.5% |
| 3M | +14.3% | +9.8% | +4.5% | +13.4% |
| 6M | -9.3% | +26.6% | -35.8% | -10.8% |
| YTD | +7.1% | +67.0% | -59.9% | +3.3% |
| 1Y | -9.1% | +55.9% | -65.0% | -12.0% |
| 3Y | +105.3% | +45.5% | +59.8% | +97.7% |
| All | +67.7% | +160.2% | -92.5% | +43.9% |
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 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