-13.9%
OVV vs ALLE
+331.3%
-345.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -1.2% |
| 7D | -14.9% | 0.0% | -14.9% | -15.1% |
| 30D | -0.9% | +20.6% | -21.5% | -11.7% |
| 3M | +5.6% | +11.4% | -5.8% | -1.8% |
| 6M | -2.5% | +42.5% | -45.0% | -23.1% |
| YTD | +57.8% | +18.9% | +38.9% | +37.1% |
| 1Y | +70.1% | +14.2% | +55.9% | +51.3% |
| 3Y | +35.1% | +90.7% | -55.6% | -16.7% |
| 5Y | +86.1% | +52.5% | +33.6% | +28.8% |
| 10Y | +55.5% | +231.2% | -175.7% | -24.8% |
| All | -13.9% | +331.3% | -345.2% | -60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling