+126.5%
OVV vs ALC
+21.6%
+104.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -0.1% |
| 7D | -3.7% | -3.7% | -0.1% | -2.0% |
| 30D | +8.0% | -3.7% | +11.7% | +9.9% |
| 3M | +11.3% | +4.6% | +6.7% | +8.2% |
| 6M | +24.0% | -14.6% | +38.6% | +31.8% |
| YTD | +65.3% | -11.9% | +77.2% | +72.0% |
| 1Y | +60.2% | -13.1% | +73.3% | +67.0% |
| 3Y | +46.9% | -15.0% | +61.9% | +49.2% |
| 5Y | +158.7% | -16.2% | +174.9% | +157.0% |
| All | +126.5% | +21.6% | +104.9% | +86.7% |
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