+83.5%
OVV vs ALK
-34.8%
+118.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.3% | -0.7% |
| 7D | -16.7% | +9.0% | -25.7% | -18.1% |
| 30D | -1.5% | -1.6% | +0.1% | -1.6% |
| 3M | +1.6% | -23.2% | +24.7% | +5.9% |
| 6M | +2.0% | -3.9% | +5.9% | -0.5% |
| YTD | +56.8% | -22.6% | +79.4% | +58.8% |
| 1Y | +64.8% | -5.3% | +70.2% | +55.0% |
| 3Y | +38.3% | +18.6% | +19.7% | +12.4% |
| All | +83.5% | -34.8% | +118.3% | +89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling