+123.5%
VRSK vs OVV
+57.3%
+66.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.2% |
| 7D | -7.7% | -2.9% | -4.8% | -7.5% |
| 30D | -2.8% | +0.9% | -3.7% | -2.9% |
| 3M | -3.7% | +11.0% | -14.7% | -4.7% |
| 6M | -12.8% | +22.3% | -35.1% | -14.4% |
| YTD | -21.0% | +65.1% | -86.0% | -24.4% |
| 1Y | -32.5% | +53.1% | -85.6% | -35.1% |
| 3Y | -26.5% | +46.7% | -73.2% | -30.1% |
| 5Y | -11.5% | +155.5% | -167.0% | -21.9% |
| All | +123.5% | +57.3% | +66.2% | +72.2% |
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