+42.5%
OVV vs ALLE
+233.6%
-191.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.6% |
| 7D | -10.7% | -0.6% | -10.1% | -10.5% |
| 30D | -5.3% | +26.6% | -31.9% | -18.3% |
| 3M | +2.4% | +13.2% | -10.8% | -6.0% |
| 6M | +5.7% | +42.9% | -37.2% | -17.6% |
| YTD | +56.8% | +21.0% | +35.7% | +33.9% |
| 1Y | +59.3% | +15.2% | +44.1% | +40.4% |
| 3Y | +49.0% | +95.6% | -46.6% | -12.8% |
| 5Y | +88.1% | +53.4% | +34.7% | +27.0% |
| 10Y | +42.5% | +221.5% | -178.9% | -34.4% |
| All | +42.5% | +233.6% | -191.1% | -34.4% |
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