+196.8%
TSCO vs OVV
+58.9%
+137.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | +0.3% | +8.0% | -7.8% | -0.5% |
| 30D | +11.3% | -2.0% | +13.4% | +11.4% |
| 3M | +1.5% | +5.4% | -4.0% | +0.6% |
| 6M | +24.0% | +14.3% | +9.7% | +21.6% |
| YTD | -25.7% | +69.4% | -95.1% | -30.4% |
| 1Y | -33.6% | +72.4% | -105.9% | -38.0% |
| 3Y | -1.5% | +58.4% | -59.9% | -8.5% |
| 5Y | -9.6% | +106.1% | -115.7% | -20.1% |
| All | +196.8% | +58.9% | +137.9% | +149.4% |
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