+128.8%
OVV vs ALC
+24.0%
+104.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.4% | -0.7% |
| 7D | +0.3% | -2.1% | +2.4% | +1.3% |
| 30D | +11.7% | -0.1% | +11.8% | +11.7% |
| 3M | +9.8% | +5.9% | +3.9% | +6.1% |
| 6M | +26.6% | -15.9% | +42.5% | +35.8% |
| YTD | +67.0% | -10.1% | +77.1% | +72.1% |
| 1Y | +55.9% | -10.2% | +66.1% | +59.8% |
| 3Y | +45.5% | -13.6% | +59.1% | +46.6% |
| 5Y | +157.3% | -15.1% | +172.5% | +154.7% |
| All | +128.8% | +24.0% | +104.8% | +86.9% |
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