+533.9%
TER vs OVV
+148.3%
+385.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.9% | -12.4% | -14.5% |
| 7D | -28.2% | -14.9% | -13.3% | -25.2% |
| 30D | -50.6% | -0.9% | -49.6% | -50.5% |
| 3M | -45.3% | +5.6% | -50.9% | -46.5% |
| 6M | -40.4% | -2.5% | -37.9% | -40.8% |
| YTD | +10.0% | +57.8% | -47.8% | -4.4% |
| 1Y | +13.6% | +70.1% | -56.4% | -3.5% |
| 3Y | +145.2% | +35.1% | +110.1% | +117.4% |
| 5Y | +50.4% | +86.1% | -35.7% | +17.0% |
| 10Y | +882.9% | +55.5% | +827.4% | +475.5% |
| All | +533.9% | +148.3% | +385.6% | +123.9% |
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