+104.9%
EXPE vs OVV
+160.2%
-55.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | +0.1% | -1.3% |
| 7D | -9.5% | +0.3% | -9.8% | -9.6% |
| 30D | -6.6% | +11.7% | -18.4% | -8.9% |
| 3M | +31.4% | +9.8% | +21.6% | +27.8% |
| 6M | +35.2% | +26.6% | +8.6% | +26.1% |
| YTD | +5.8% | +67.0% | -61.2% | -8.7% |
| 1Y | +38.7% | +55.9% | -17.3% | +21.2% |
| 3Y | +175.8% | +45.5% | +130.3% | +137.6% |
| All | +104.9% | +160.2% | -55.3% | +46.9% |
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