-35.1%
TLT vs OVV
+101.5%
-136.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.4% |
| 7D | -2.7% | +6.5% | -9.2% | -2.4% |
| 30D | +2.2% | -2.7% | +4.8% | +2.1% |
| 3M | -1.7% | +3.1% | -4.9% | -1.5% |
| 6M | -4.0% | +12.8% | -16.8% | -3.3% |
| YTD | -4.9% | +68.1% | -73.1% | -2.9% |
| 1Y | -7.4% | +73.6% | -81.0% | -5.2% |
| 3Y | +3.0% | +57.6% | -54.6% | +5.4% |
| 5Y | -35.1% | +104.5% | -139.6% | -29.8% |
| All | -35.1% | +101.5% | -136.6% | -29.8% |
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