-26.4%
ELAN vs OVV
+26.5%
-52.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.2% | -0.3% |
| 7D | +11.9% | +6.5% | +5.4% | +10.8% |
| 30D | +18.3% | -2.7% | +20.9% | +18.5% |
| 3M | +19.7% | +3.1% | +16.6% | +18.7% |
| 6M | +23.7% | +12.8% | +10.8% | +20.3% |
| YTD | +17.1% | +68.1% | -51.0% | +5.9% |
| 1Y | +20.2% | +73.6% | -53.5% | +7.9% |
| 3Y | +148.1% | +57.6% | +90.5% | +122.3% |
| 5Y | -19.8% | +104.5% | -124.3% | -32.6% |
| All | -26.4% | +26.5% | -52.9% | -51.9% |
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