-53.1%
W vs OVV
+104.2%
-157.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.3% | +0.7% |
| 7D | -7.4% | +1.2% | -8.6% | -7.7% |
| 30D | +7.8% | -2.5% | +10.3% | +8.2% |
| 3M | +10.9% | +0.5% | +10.4% | +9.6% |
| 6M | +86.4% | +8.5% | +78.0% | +75.5% |
| YTD | +14.0% | +64.5% | -50.5% | -12.9% |
| 1Y | +3.5% | +64.7% | -61.2% | -21.4% |
| 3Y | +164.8% | +54.1% | +110.6% | +102.7% |
| 5Y | -53.1% | +95.4% | -148.5% | -66.5% |
| All | -53.1% | +104.2% | -157.3% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling