+158.3%
OVV vs ALC
-16.0%
+174.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.4% | -1.1% |
| 7D | +0.3% | -2.1% | +2.4% | +0.9% |
| 30D | +11.7% | -0.1% | +11.8% | +11.7% |
| 3M | +9.8% | +5.9% | +3.9% | +7.5% |
| 6M | +26.6% | -15.9% | +42.5% | +32.9% |
| YTD | +67.0% | -10.1% | +77.1% | +70.7% |
| 1Y | +55.9% | -10.2% | +66.1% | +58.9% |
| 3Y | +45.5% | -13.6% | +59.1% | +47.4% |
| All | +158.3% | -16.0% | +174.3% | +145.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling