+114.8%
OVV vs ALC
+31.8%
+83.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.3% |
| 7D | -16.7% | +4.9% | -21.5% | -18.8% |
| 30D | -1.5% | +19.0% | -20.4% | -9.8% |
| 3M | +1.6% | +7.8% | -6.2% | -2.7% |
| 6M | +2.0% | +14.6% | -12.5% | -5.9% |
| YTD | +56.8% | -4.4% | +61.3% | +56.0% |
| 1Y | +64.8% | +1.4% | +63.4% | +58.1% |
| 3Y | +38.3% | +2.5% | +35.8% | +25.8% |
| 5Y | +84.9% | -10.9% | +95.8% | +79.0% |
| All | +114.8% | +31.8% | +83.0% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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