+55.5%
ZM vs OVV
+116.5%
-60.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.0% | -3.8% | -4.8% |
| 7D | +1.6% | -3.7% | +5.3% | +1.6% |
| 30D | -7.7% | +8.0% | -15.7% | -7.7% |
| 3M | -4.7% | +11.3% | -15.9% | -4.7% |
| 6M | +24.4% | +24.0% | +0.4% | +24.3% |
| YTD | +11.8% | +65.3% | -53.6% | +11.6% |
| 1Y | +13.4% | +60.2% | -46.8% | +13.2% |
| 3Y | +33.8% | +46.9% | -13.1% | +33.4% |
| 5Y | -67.2% | +158.7% | -225.9% | -65.5% |
| All | +55.5% | +116.5% | -60.9% | +143.1% |
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