+125.4%
EXPE vs OVV
+51.8%
+73.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.7% | +1.8% |
| 7D | -17.8% | +1.2% | -19.0% | -17.9% |
| 30D | -3.2% | -2.5% | -0.7% | -3.0% |
| 3M | -19.0% | +0.5% | -19.5% | -19.4% |
| 6M | +17.7% | +8.5% | +9.3% | +14.3% |
| YTD | -7.8% | +64.5% | -72.2% | -19.0% |
| 1Y | -1.4% | +64.7% | -66.0% | -13.6% |
| 3Y | +121.9% | +54.1% | +67.8% | +93.8% |
| 5Y | +44.3% | +95.4% | -51.2% | +14.5% |
| 10Y | +125.4% | +54.9% | +70.5% | +26.2% |
| All | +125.4% | +51.8% | +73.6% | +26.2% |
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