+743.9%
EWY vs OVV
+151.1%
+592.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.5% |
| 7D | -10.2% | -7.3% | -3.0% | -8.7% |
| 30D | -21.5% | -3.6% | -17.9% | -21.0% |
| 3M | -14.7% | -2.6% | -12.0% | -14.6% |
| 6M | -26.8% | +7.6% | -34.4% | -28.9% |
| YTD | +43.2% | +59.6% | -16.4% | +26.0% |
| 1Y | +48.7% | +62.2% | -13.5% | +30.2% |
| 3Y | +147.9% | +49.6% | +98.3% | +114.7% |
| 5Y | +98.8% | +98.9% | -0.1% | +51.6% |
| 10Y | +216.5% | +45.1% | +171.4% | +92.6% |
| All | +743.9% | +151.1% | +592.7% | +279.6% |
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 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