+48.2%
OVV vs ALLE
+222.4%
-174.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.1% |
| 7D | -16.7% | -0.6% | -16.1% | -16.6% |
| 30D | -1.5% | +25.3% | -26.8% | -14.5% |
| 3M | +1.6% | +10.3% | -8.7% | -5.3% |
| 6M | +2.0% | +38.0% | -36.0% | -18.8% |
| YTD | +56.8% | +17.8% | +39.0% | +36.2% |
| 1Y | +64.8% | +13.6% | +51.2% | +46.3% |
| 3Y | +38.3% | +89.2% | -50.9% | -17.4% |
| 5Y | +84.9% | +51.1% | +33.8% | +25.6% |
| All | +48.2% | +222.4% | -174.3% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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