+88.2%
EMR vs OVV
+101.5%
-13.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.6% |
| 7D | +2.7% | +6.5% | -3.9% | +1.2% |
| 30D | +2.1% | -2.7% | +4.7% | +2.4% |
| 3M | +2.3% | +3.1% | -0.9% | +1.0% |
| 6M | +22.5% | +12.8% | +9.7% | +17.7% |
| YTD | +27.2% | +68.1% | -40.9% | +8.7% |
| 1Y | +28.0% | +73.6% | -45.6% | +8.3% |
| 3Y | +103.4% | +57.6% | +45.8% | +71.9% |
| 5Y | +88.2% | +104.5% | -16.4% | +43.0% |
| All | +88.2% | +101.5% | -13.3% | +43.0% |
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