+49.0%
OVV vs ALC
+2.4%
+46.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -10.7% | +2.1% | -12.8% | -11.1% |
| 30D | -5.3% | +17.2% | -22.5% | -8.2% |
| 3M | +2.4% | +4.6% | -2.2% | +1.5% |
| 6M | +5.7% | +20.1% | -14.5% | +1.4% |
| YTD | +56.8% | -4.2% | +60.9% | +57.5% |
| 1Y | +59.3% | +2.1% | +57.2% | +56.6% |
| 3Y | +49.0% | +4.5% | +44.5% | +45.4% |
| All | +49.0% | +2.4% | +46.6% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling