+164.2%
OVV vs ALK
+486.2%
-322.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +8.8% | -14.4% | -7.5% |
| 7D | -12.1% | +12.4% | -24.5% | -14.6% |
| 30D | +2.9% | +2.1% | +0.8% | +1.8% |
| 3M | +3.7% | -23.9% | +27.6% | +8.8% |
| 6M | +0.6% | +8.2% | -7.6% | -4.3% |
| YTD | +62.5% | -20.5% | +82.9% | +62.6% |
| 1Y | +72.0% | -1.0% | +73.1% | +62.6% |
| 3Y | +39.1% | +19.2% | +19.9% | +22.2% |
| 5Y | +98.5% | -28.2% | +126.7% | +93.7% |
| 10Y | +60.1% | -39.2% | +99.3% | +55.9% |
| All | +164.2% | +486.2% | -322.0% | +88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling