+88.1%
OVV vs ALLY
-6.7%
+94.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.4% |
| 7D | -10.7% | -0.2% | -10.5% | -10.8% |
| 30D | -5.3% | +3.4% | -8.7% | -6.8% |
| 3M | +2.4% | -11.1% | +13.4% | +6.6% |
| 6M | +5.7% | -11.5% | +17.1% | +9.1% |
| YTD | +56.8% | -12.3% | +69.1% | +60.5% |
| 1Y | +59.3% | +1.1% | +58.2% | +52.4% |
| 3Y | +49.0% | +64.8% | -15.8% | +12.2% |
| 5Y | +88.1% | -6.9% | +95.0% | +78.4% |
| All | +88.1% | -6.7% | +94.8% | +78.4% |
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