-8.3%
ALNY vs OVV
+101.5%
-109.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.2% |
| 7D | 0.0% | +6.5% | -6.5% | -0.5% |
| 30D | -30.0% | -2.7% | -27.4% | -29.9% |
| 3M | -30.1% | +3.1% | -33.2% | -30.3% |
| 6M | -46.4% | +12.8% | -59.2% | -47.2% |
| YTD | -60.6% | +68.1% | -128.7% | -63.0% |
| 1Y | -65.4% | +73.6% | -139.0% | -67.6% |
| 3Y | -3.2% | +57.6% | -60.8% | -10.2% |
| 5Y | -8.3% | +104.5% | -112.9% | -11.0% |
| All | -8.3% | +101.5% | -109.8% | -11.0% |
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 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