-100.0%
VIVK vs OVV
-29.7%
-70.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.8% | +1.8% | -24.6% | -23.0% |
| 7D | -56.0% | -7.3% | -48.7% | -55.5% |
| 30D | -92.3% | -3.6% | -88.7% | -92.3% |
| 3M | -98.6% | -2.6% | -96.0% | -98.6% |
| 6M | -99.9% | +7.6% | -107.5% | -99.9% |
| YTD | -100.0% | +59.6% | -159.6% | -100.0% |
| 1Y | -100.0% | +62.2% | -162.2% | -100.0% |
| 3Y | -100.0% | +49.6% | -149.6% | -100.0% |
| 5Y | -100.0% | +98.9% | -198.9% | -100.0% |
| 10Y | -100.0% | +45.1% | -145.1% | -100.0% |
| All | -100.0% | -29.7% | -70.3% | -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 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