+38.3%
OVV vs ALLE
+88.9%
-50.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -16.7% | -0.6% | -16.1% | -16.6% |
| 30D | -1.5% | +25.3% | -26.8% | -5.8% |
| 3M | +1.6% | +10.3% | -8.7% | -0.5% |
| 6M | +2.0% | +38.0% | -36.0% | -5.8% |
| YTD | +56.8% | +17.8% | +39.0% | +52.7% |
| 1Y | +64.8% | +13.6% | +51.2% | +62.9% |
| 3Y | +38.3% | +89.2% | -50.9% | -1.5% |
| All | +38.3% | +88.9% | -50.6% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling