+86.1%
OVV vs ALLY
-7.4%
+93.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.5% | -2.4% |
| 7D | -14.9% | -1.1% | -13.8% | -14.7% |
| 30D | -0.9% | +4.2% | -5.1% | -2.8% |
| 3M | +5.6% | -12.4% | +18.0% | +10.6% |
| 6M | -2.5% | -8.7% | +6.2% | -0.7% |
| YTD | +57.8% | -11.6% | +69.5% | +61.1% |
| 1Y | +70.1% | +0.2% | +69.9% | +63.5% |
| 3Y | +35.1% | +57.1% | -21.9% | +4.0% |
| 5Y | +86.1% | -6.8% | +92.9% | +77.3% |
| All | +86.1% | -7.4% | +93.5% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 5y: compounded portfolio wealth divided by compounded ALLY 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…
5y analysis · Full analysis span regression · 6 months rolling