-44.4%
TOST vs OVV
+138.0%
-182.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +4.0% | -10.7% | +14.8% | +6.9% |
| 30D | +11.1% | -5.3% | +16.3% | +11.9% |
| 3M | +0.8% | +2.4% | -1.5% | -0.6% |
| 6M | +38.8% | +5.7% | +33.2% | +34.5% |
| YTD | -2.1% | +56.8% | -58.8% | -16.8% |
| 1Y | -6.0% | +59.3% | -65.3% | -20.8% |
| 3Y | +149.8% | +49.0% | +100.8% | +107.9% |
| 5Y | -42.8% | +88.1% | -130.9% | -56.7% |
| All | -44.4% | +138.0% | -182.3% | -57.3% |
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 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