+144.9%
W vs OVV
+61.5%
+83.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.3% | +2.9% |
| 7D | -4.2% | +0.3% | -4.4% | -4.3% |
| 30D | -7.6% | +11.7% | -19.3% | -9.9% |
| 3M | +37.2% | +9.8% | +27.4% | +33.1% |
| 6M | +26.3% | +26.6% | -0.2% | +17.4% |
| YTD | -1.0% | +67.0% | -68.0% | -14.0% |
| 1Y | +20.1% | +55.9% | -35.8% | +5.4% |
| 3Y | +37.8% | +45.5% | -7.7% | +22.3% |
| 5Y | -63.7% | +157.3% | -221.0% | -71.0% |
| All | +144.9% | +61.5% | +83.4% | +78.0% |
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 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