-45.7%
TOST vs OVV
+153.6%
-199.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | -3.4% | +0.3% | -3.7% | -3.5% |
| 30D | -2.4% | +11.7% | -14.2% | -5.4% |
| 3M | +34.6% | +9.8% | +24.8% | +30.2% |
| 6M | +15.2% | +26.6% | -11.4% | +6.1% |
| YTD | -4.4% | +67.0% | -71.4% | -19.5% |
| 1Y | -17.4% | +55.9% | -73.3% | -29.5% |
| 3Y | +54.5% | +45.5% | +9.0% | +30.4% |
| All | -45.7% | +153.6% | -199.2% | -58.7% |
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