+352.9%
OVV vs ABCL
-80.5%
+433.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.7% | -7.4% | -1.2% |
| 7D | -16.7% | -3.2% | -13.5% | -16.5% |
| 30D | -1.5% | -7.4% | +5.9% | -1.2% |
| 3M | +1.6% | +81.9% | -80.4% | -4.4% |
| 6M | +2.0% | +135.7% | -133.7% | -6.8% |
| YTD | +56.8% | +247.4% | -190.6% | +36.7% |
| 1Y | +64.8% | +162.3% | -97.4% | +47.3% |
| 3Y | +38.3% | +165.5% | -127.2% | +17.6% |
| 5Y | +84.9% | -21.3% | +106.2% | +68.3% |
| All | +352.9% | -80.5% | +433.4% | +346.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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