+32.4%
TPR vs OVV
+65.7%
-33.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.7% | -1.1% |
| 7D | +6.4% | +1.2% | +5.2% | +6.7% |
| 30D | +13.8% | -2.5% | +16.3% | +13.3% |
| 3M | -16.6% | +0.5% | -17.1% | -16.7% |
| 6M | +0.7% | +8.5% | -7.8% | +2.3% |
| YTD | +5.3% | +64.5% | -59.1% | +7.3% |
| 1Y | +32.4% | +64.7% | -32.3% | +34.0% |
| All | +32.4% | +65.7% | -33.3% | +34.0% |
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