+63.4%
TSLA vs OVV
+34.1%
+29.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.9% | +4.4% |
| 7D | -10.4% | -16.7% | +6.3% | -5.5% |
| 30D | -5.2% | -1.5% | -3.7% | -5.1% |
| 3M | +12.1% | +1.6% | +10.5% | +10.7% |
| 6M | -10.2% | +2.0% | -12.2% | -12.2% |
| YTD | -20.3% | +56.8% | -77.2% | -36.7% |
| 1Y | -19.7% | +64.8% | -84.5% | -38.2% |
| 3Y | +63.4% | +38.3% | +25.1% | +29.6% |
| All | +63.4% | +34.1% | +29.3% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling