-43.8%
TOST vs OVV
+139.6%
-183.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.1% |
| 7D | +11.6% | -14.9% | +26.5% | +15.9% |
| 30D | +16.2% | -0.9% | +17.2% | +15.8% |
| 3M | +1.0% | +5.6% | -4.5% | -1.3% |
| 6M | +23.2% | -2.5% | +25.7% | +22.1% |
| YTD | -1.0% | +57.8% | -58.8% | -16.0% |
| 1Y | -9.9% | +70.1% | -80.0% | -25.6% |
| 3Y | +101.0% | +35.1% | +65.9% | +72.3% |
| 5Y | -40.4% | +86.1% | -126.5% | -55.2% |
| All | -43.8% | +139.6% | -183.3% | -56.9% |
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