+62.3%
OVV vs ALK
-34.2%
+96.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.3% | -2.4% |
| 7D | +0.3% | -0.7% | +0.9% | +0.5% |
| 30D | +11.7% | -19.2% | +31.0% | +20.9% |
| 3M | +9.8% | -1.5% | +11.3% | +6.6% |
| 6M | +26.6% | -13.1% | +39.6% | +24.6% |
| YTD | +67.0% | -16.4% | +83.4% | +64.9% |
| 1Y | +55.9% | -33.1% | +89.0% | +69.1% |
| 3Y | +45.5% | +0.6% | +44.9% | +16.6% |
| 5Y | +157.3% | -26.4% | +183.7% | +133.3% |
| All | +62.3% | -34.2% | +96.5% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling