+357.0%
TPR vs OVV
+57.6%
+299.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.8% | -1.1% |
| 7D | -1.1% | +6.5% | -7.7% | -2.7% |
| 30D | +15.1% | -2.7% | +17.8% | +15.3% |
| 3M | -13.4% | +3.1% | -16.6% | -14.6% |
| 6M | +1.4% | +12.8% | -11.5% | -2.9% |
| YTD | +4.8% | +68.1% | -63.4% | -10.3% |
| 1Y | +29.2% | +73.6% | -44.5% | +9.5% |
| 3Y | +403.7% | +57.6% | +346.1% | +326.1% |
| 5Y | +230.8% | +104.5% | +126.3% | +148.4% |
| All | +357.0% | +57.6% | +299.3% | +150.5% |
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