+2,776.4%
TPR vs OVV
+162.8%
+2,613.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.4% |
| 7D | -2.3% | +0.3% | -2.6% | -2.4% |
| 30D | -23.0% | +11.7% | -34.7% | -25.2% |
| 3M | -12.5% | +9.8% | -22.3% | -15.0% |
| 6M | -21.4% | +26.6% | -48.0% | -27.2% |
| YTD | -3.5% | +67.0% | -70.5% | -17.2% |
| 1Y | +17.4% | +55.9% | -38.6% | +1.9% |
| 3Y | +291.3% | +45.5% | +245.8% | +237.1% |
| 5Y | +241.9% | +157.3% | +84.6% | +139.8% |
| 10Y | +322.7% | +65.0% | +257.7% | +138.0% |
| All | +2,776.4% | +162.8% | +2,613.6% | +789.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling