+382.4%
OVV vs ABCL
-81.3%
+463.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.6% |
| 7D | +0.3% | +0.7% | -0.4% | +0.2% |
| 30D | +11.7% | +93.1% | -81.3% | +5.2% |
| 3M | +9.8% | +79.4% | -69.6% | +3.4% |
| 6M | +26.6% | +214.9% | -188.3% | +12.7% |
| YTD | +67.0% | +234.2% | -167.2% | +46.8% |
| 1Y | +55.9% | +174.8% | -118.8% | +38.7% |
| 3Y | +45.5% | +104.5% | -59.0% | +27.1% |
| 5Y | +157.3% | -39.0% | +196.4% | +136.6% |
| All | +382.4% | -81.3% | +463.6% | +379.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling