+95.4%
OVV vs ALC
-10.6%
+106.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.2% | +3.6% |
| 7D | +1.2% | -6.3% | +7.5% | +3.1% |
| 30D | -2.5% | +12.6% | -15.1% | -6.4% |
| 3M | +0.5% | -3.8% | +4.3% | +1.3% |
| 6M | +8.5% | +16.8% | -8.4% | +2.2% |
| YTD | +64.5% | -7.6% | +72.1% | +66.1% |
| 1Y | +64.7% | -5.9% | +70.6% | +64.8% |
| 3Y | +54.1% | +0.6% | +53.6% | +45.6% |
| 5Y | +95.4% | -9.5% | +104.9% | +84.3% |
| All | +95.4% | -10.6% | +106.0% | +84.3% |
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