+114.7%
OVV vs ALC
+32.2%
+82.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -10.7% | +2.1% | -12.8% | -11.8% |
| 30D | -5.3% | +17.2% | -22.5% | -12.7% |
| 3M | +2.4% | +4.6% | -2.2% | -0.5% |
| 6M | +5.7% | +20.1% | -14.5% | -4.8% |
| YTD | +56.8% | -4.2% | +60.9% | +55.7% |
| 1Y | +59.3% | +2.1% | +57.2% | +52.3% |
| 3Y | +49.0% | +4.5% | +44.5% | +33.9% |
| 5Y | +88.1% | -12.3% | +100.5% | +84.6% |
| All | +114.7% | +32.2% | +82.6% | +69.1% |
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