+360.9%
OVV vs ABCL
-79.6%
+440.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | -7.3% | +2.3% | -9.6% | -7.5% |
| 30D | -3.6% | -0.7% | -2.9% | -3.7% |
| 3M | -2.6% | +33.4% | -36.0% | -5.7% |
| 6M | +7.6% | +137.8% | -130.2% | -1.8% |
| YTD | +59.6% | +264.3% | -204.7% | +38.6% |
| 1Y | +62.2% | +209.2% | -147.0% | +42.9% |
| 3Y | +49.6% | +208.4% | -158.8% | +25.5% |
| 5Y | +98.9% | -11.9% | +110.8% | +80.1% |
| All | +360.9% | -79.6% | +440.5% | +352.6% |
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