-11.3%
OVV vs ALLY
+101.5%
-112.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.5% | -2.0% |
| 7D | -14.9% | -1.1% | -13.8% | -14.6% |
| 30D | -0.9% | +4.2% | -5.1% | -4.0% |
| 3M | +5.6% | -12.4% | +18.0% | +13.8% |
| 6M | -2.5% | -8.7% | +6.2% | +0.3% |
| YTD | +57.8% | -11.6% | +69.5% | +62.2% |
| 1Y | +70.1% | +0.2% | +69.9% | +59.7% |
| 3Y | +35.1% | +57.1% | -21.9% | -12.3% |
| 5Y | +86.1% | -6.8% | +92.9% | +60.0% |
| 10Y | +55.5% | +200.4% | -144.8% | -35.8% |
| All | -11.3% | +101.5% | -112.8% | -57.9% |
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