+61.0%
ZM vs OVV
+121.9%
-60.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.4% | +2.1% |
| 7D | +11.0% | +8.0% | +3.0% | +11.0% |
| 30D | +5.6% | -2.0% | +7.7% | +5.7% |
| 3M | -9.1% | +5.4% | -14.6% | -9.2% |
| 6M | -2.6% | +14.3% | -16.8% | -2.6% |
| YTD | +15.7% | +69.4% | -53.8% | +15.5% |
| 1Y | +18.8% | +72.4% | -53.6% | +18.6% |
| 3Y | +62.2% | +58.4% | +3.8% | +61.7% |
| 5Y | -60.9% | +106.1% | -167.0% | -59.7% |
| All | +61.0% | +121.9% | -60.9% | +151.5% |
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 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