-46.4%
TOST vs OVV
+155.2%
-201.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.3% |
| 7D | -4.7% | +6.5% | -11.2% | -6.2% |
| 30D | +8.5% | -2.7% | +11.2% | +8.7% |
| 3M | -1.6% | +3.1% | -4.7% | -3.1% |
| 6M | +44.1% | +12.8% | +31.3% | +37.3% |
| YTD | -5.6% | +68.1% | -73.7% | -21.2% |
| 1Y | -12.6% | +73.6% | -86.2% | -27.9% |
| 3Y | +137.6% | +57.6% | +80.0% | +95.0% |
| 5Y | -30.4% | +104.5% | -134.9% | -48.5% |
| All | -46.4% | +155.2% | -201.6% | -59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling