+128.5%
TLT vs OVV
+194.4%
-65.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | +0.3% |
| 7D | -1.0% | +1.2% | -2.3% | -0.9% |
| 30D | +3.7% | -2.5% | +6.2% | +3.6% |
| 3M | -0.8% | +0.5% | -1.3% | -0.6% |
| 6M | -3.6% | +8.5% | -12.0% | -2.8% |
| YTD | -3.9% | +64.5% | -68.4% | -0.2% |
| 1Y | -6.2% | +64.7% | -70.9% | -2.5% |
| 3Y | +4.2% | +54.1% | -50.0% | +8.8% |
| 5Y | -34.7% | +95.4% | -130.1% | -29.1% |
| 10Y | -11.8% | +54.9% | -66.7% | +5.1% |
| All | +128.5% | +194.4% | -65.9% | +189.3% |
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