+90.4%
ENB vs OVV
+57.3%
+33.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.3% | -3.7% |
| 7D | -4.6% | -2.9% | -1.7% | -4.0% |
| 30D | -5.2% | +0.9% | -6.1% | -5.4% |
| 3M | -13.4% | +11.0% | -24.4% | -15.4% |
| 6M | -7.8% | +22.3% | -30.1% | -12.0% |
| YTD | +4.9% | +65.1% | -60.2% | -5.9% |
| 1Y | +3.2% | +53.1% | -49.9% | -6.3% |
| 3Y | +71.0% | +46.7% | +24.3% | +52.0% |
| 5Y | +64.0% | +155.5% | -91.5% | +24.7% |
| All | +90.4% | +57.3% | +33.1% | +14.6% |
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