-53.2%
TE vs OVV
+253.9%
-307.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.1% | +1.6% |
| 7D | -4.0% | +0.3% | -4.2% | -4.1% |
| 30D | -15.9% | +11.7% | -27.6% | -17.4% |
| 3M | -60.5% | +9.8% | -70.3% | -61.3% |
| 6M | -35.2% | +26.6% | -61.8% | -38.2% |
| YTD | -31.1% | +67.0% | -98.2% | -37.3% |
| 1Y | +148.6% | +55.9% | +92.7% | +127.9% |
| 3Y | -26.4% | +45.5% | -71.9% | -32.1% |
| 5Y | -48.0% | +157.3% | -205.4% | -53.2% |
| All | -53.2% | +253.9% | -307.1% | -57.9% |
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