+69.7%
ENB vs OVV
+160.2%
-90.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.5% |
| 7D | -0.2% | +0.3% | -0.5% | -0.3% |
| 30D | -2.2% | +11.7% | -14.0% | -4.4% |
| 3M | -10.5% | +9.8% | -20.3% | -12.3% |
| 6M | -5.1% | +26.6% | -31.6% | -9.8% |
| YTD | +9.0% | +67.0% | -58.1% | -2.2% |
| 1Y | +8.2% | +55.9% | -47.7% | -1.9% |
| 3Y | +67.8% | +45.5% | +22.3% | +50.0% |
| All | +69.7% | +160.2% | -90.5% | +30.8% |
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