-6.2%
OVV vs ALLY
+124.8%
-131.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -1.9% |
| 7D | +0.3% | +3.7% | -3.4% | -2.1% |
| 30D | +11.7% | -2.3% | +14.0% | +13.1% |
| 3M | +9.8% | +3.8% | +6.0% | +5.6% |
| 6M | +26.6% | +9.7% | +16.9% | +14.6% |
| YTD | +67.0% | -1.4% | +68.4% | +61.1% |
| 1Y | +55.9% | +8.2% | +47.7% | +39.4% |
| 3Y | +45.5% | +66.5% | -21.0% | -8.8% |
| 5Y | +157.3% | +1.2% | +156.1% | +111.4% |
| 10Y | +65.0% | +191.4% | -126.4% | -29.0% |
| All | -6.2% | +124.8% | -131.0% | -58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling