+116.2%
OVV vs ALC
+34.7%
+81.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.4% |
| 7D | -14.9% | +7.6% | -22.5% | -18.1% |
| 30D | -0.9% | +21.1% | -22.1% | -10.1% |
| 3M | +5.6% | +8.5% | -2.9% | +0.8% |
| 6M | -2.5% | +2.8% | -5.3% | -5.2% |
| YTD | +57.8% | -2.4% | +60.2% | +55.5% |
| 1Y | +70.1% | +3.5% | +66.6% | +61.7% |
| 3Y | +35.1% | +4.2% | +31.0% | +22.2% |
| 5Y | +86.1% | -9.0% | +95.1% | +78.5% |
| All | +116.2% | +34.7% | +81.5% | +68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling