+49.9%
ENB vs OVV
+84.0%
-34.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | -5.2% | -16.7% | +11.5% | -1.9% |
| 30D | +2.2% | -1.5% | +3.7% | +2.3% |
| 3M | -8.1% | +1.6% | -9.6% | -8.6% |
| 6M | -11.2% | +2.0% | -13.2% | -12.0% |
| YTD | +2.0% | +56.8% | -54.8% | -7.5% |
| 1Y | +4.1% | +64.8% | -60.8% | -6.7% |
| 3Y | +64.7% | +38.3% | +26.5% | +48.7% |
| All | +49.9% | +84.0% | -34.1% | +24.6% |
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 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