+217.0%
W vs OVV
+46.5%
+170.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.8% | -5.5% | -4.1% |
| 7D | +1.1% | -7.3% | +8.3% | +2.5% |
| 30D | +6.4% | -3.6% | +10.0% | +6.9% |
| 3M | +9.0% | -2.6% | +11.6% | +9.0% |
| 6M | +69.8% | +7.6% | +62.2% | +64.2% |
| YTD | +12.1% | +59.6% | -47.5% | -2.2% |
| 1Y | 0.0% | +62.2% | -62.2% | -13.3% |
| 3Y | +160.3% | +49.6% | +110.7% | +129.5% |
| 5Y | -53.3% | +98.9% | -152.2% | -61.3% |
| 10Y | +217.0% | +45.1% | +171.8% | +135.7% |
| All | +217.0% | +46.5% | +170.4% | +135.7% |
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