+950.5%
EMR vs OVV
+162.8%
+787.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.5% | +2.2% |
| 7D | -1.5% | +0.3% | -1.8% | -1.6% |
| 30D | -5.6% | +11.7% | -17.4% | -8.5% |
| 3M | +7.9% | +9.8% | -1.9% | +4.6% |
| 6M | +6.0% | +26.6% | -20.5% | -2.0% |
| YTD | +16.4% | +67.0% | -50.6% | -0.3% |
| 1Y | +16.6% | +55.9% | -39.3% | +1.1% |
| 3Y | +62.9% | +45.5% | +17.4% | +40.7% |
| 5Y | +60.1% | +157.3% | -97.3% | +11.5% |
| 10Y | +268.8% | +65.0% | +203.7% | +102.8% |
| All | +950.5% | +162.8% | +787.7% | +372.5% |
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 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