+130.4%
TLT vs OVV
+180.7%
-50.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | -0.1% |
| 7D | +0.1% | -16.7% | +16.8% | -1.1% |
| 30D | +6.2% | -1.5% | +7.7% | +6.1% |
| 3M | -0.3% | +1.6% | -1.9% | -0.1% |
| 6M | -3.4% | +2.0% | -5.4% | -3.0% |
| YTD | -3.1% | +56.8% | -59.9% | +0.3% |
| 1Y | -5.2% | +64.8% | -70.1% | -1.5% |
| 3Y | +6.5% | +38.3% | -31.8% | +10.4% |
| 5Y | -34.7% | +84.9% | -119.6% | -29.4% |
| 10Y | -17.6% | +54.5% | -72.1% | -1.7% |
| All | +130.4% | +180.7% | -50.3% | +190.8% |
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 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