+196.2%
W vs OVV
-26.5%
+222.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -3.6% | -16.7% | +13.1% | -0.6% |
| 30D | +7.0% | -1.5% | +8.5% | +7.0% |
| 3M | +7.4% | +1.6% | +5.8% | +6.5% |
| 6M | +69.3% | +2.0% | +67.3% | +66.1% |
| YTD | +11.3% | +56.8% | -45.5% | -0.6% |
| 1Y | +13.2% | +64.8% | -51.6% | -0.1% |
| 3Y | +142.0% | +38.3% | +103.8% | +120.4% |
| 5Y | -54.6% | +84.9% | -139.5% | -60.9% |
| 10Y | +243.7% | +54.5% | +189.2% | +142.3% |
| All | +196.2% | -26.5% | +222.8% | +127.4% |
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