-100.0%
VIVK vs OVV
+70.1%
-170.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.2% | -11.8% | -9.8% |
| 7D | -38.6% | +6.5% | -45.2% | -39.2% |
| 30D | -87.7% | -2.7% | -85.1% | -87.6% |
| 3M | -98.9% | +3.1% | -102.0% | -98.8% |
| 6M | -100.0% | +12.8% | -112.8% | -100.0% |
| YTD | -100.0% | +68.1% | -168.1% | -99.9% |
| 1Y | -100.0% | +73.6% | -173.6% | -100.0% |
| All | -100.0% | +70.1% | -170.1% | -100.0% |
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