+153.1%
EXPE vs OVV
+54.2%
+98.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.0% | -6.9% | -7.7% |
| 7D | -9.8% | -3.7% | -6.0% | -9.0% |
| 30D | -11.5% | +8.0% | -19.5% | -13.0% |
| 3M | +21.7% | +11.3% | +10.4% | +18.2% |
| 6M | +10.4% | +24.0% | -13.6% | +4.0% |
| YTD | -2.5% | +65.3% | -67.9% | -14.0% |
| 1Y | +27.3% | +60.2% | -32.8% | +12.6% |
| 3Y | +153.5% | +46.9% | +106.6% | +124.0% |
| 5Y | +91.1% | +158.7% | -67.6% | +43.9% |
| 10Y | +153.1% | +50.8% | +102.3% | +42.5% |
| All | +153.1% | +54.2% | +98.9% | +42.5% |
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 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