+234.9%
TPR vs OVV
+107.0%
+127.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.3% |
| 7D | -0.3% | +8.0% | -8.3% | -1.9% |
| 30D | +15.1% | -2.0% | +17.1% | +15.1% |
| 3M | +3.5% | +5.4% | -1.9% | +1.7% |
| 6M | +0.4% | +14.3% | -13.8% | -3.6% |
| YTD | +4.6% | +69.4% | -64.8% | -10.4% |
| 1Y | +33.1% | +72.4% | -39.3% | +13.3% |
| 3Y | +396.0% | +58.4% | +337.6% | +318.0% |
| All | +234.9% | +107.0% | +127.9% | +152.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling