+379.1%
TPR vs OVV
+50.1%
+329.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | +14.2% | -16.7% | +30.9% | +19.0% |
| 30D | +17.1% | -1.5% | +18.6% | +17.0% |
| 3M | -17.7% | +1.6% | -19.3% | -18.5% |
| 6M | -10.2% | +2.0% | -12.2% | -11.7% |
| YTD | +4.9% | +56.8% | -51.9% | -8.6% |
| 1Y | +36.1% | +64.8% | -28.7% | +16.8% |
| 3Y | +416.5% | +38.3% | +378.2% | +351.1% |
| 5Y | +254.8% | +84.9% | +169.9% | +173.2% |
| All | +379.1% | +50.1% | +329.0% | +168.0% |
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 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