-11.3%
OVV vs ALLE
+344.1%
-355.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.8% | -7.4% | -6.6% |
| 7D | -12.1% | +6.7% | -18.8% | -15.5% |
| 30D | +2.9% | +25.4% | -22.5% | -10.3% |
| 3M | +3.7% | +16.9% | -13.3% | -6.3% |
| 6M | +0.6% | +46.6% | -45.9% | -21.9% |
| YTD | +62.5% | +22.4% | +40.0% | +38.9% |
| 1Y | +72.0% | +17.7% | +54.3% | +50.4% |
| 3Y | +39.1% | +96.3% | -57.2% | -15.6% |
| 5Y | +98.5% | +57.4% | +41.1% | +34.9% |
| 10Y | +60.1% | +241.0% | -180.9% | -23.8% |
| All | -11.3% | +344.1% | -355.5% | -60.2% |
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