+19.3%
TPR vs OVV
+75.2%
-55.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.6% | +9.2% | +2.5% |
| 7D | +12.6% | -12.1% | +24.8% | +10.3% |
| 30D | +7.1% | +2.9% | +4.3% | +7.4% |
| 3M | -19.4% | +3.7% | -23.0% | -18.9% |
| 6M | -9.7% | +0.6% | -10.3% | -9.9% |
| YTD | -1.0% | +62.5% | -63.5% | +3.0% |
| 1Y | +19.3% | +72.0% | -52.7% | +23.0% |
| All | +19.3% | +75.2% | -55.9% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling