+42.5%
OVV vs ALM
+2,221.4%
-2,178.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.1% | -8.1% | -0.3% |
| 7D | -10.7% | +0.7% | -11.5% | -10.8% |
| 30D | -5.3% | -26.1% | +20.8% | -4.4% |
| 3M | +2.4% | -38.1% | +40.5% | +3.8% |
| 6M | +5.7% | -55.4% | +61.1% | +7.9% |
| YTD | +56.8% | -0.4% | +57.2% | +53.9% |
| 1Y | +59.3% | +25.4% | +33.9% | +54.5% |
| 3Y | +49.0% | +907.8% | -858.8% | +27.2% |
| 5Y | +88.1% | +440.2% | -352.0% | +62.6% |
| 10Y | +42.5% | +2,031.1% | -1,988.6% | +27.0% |
| All | +42.5% | +2,221.4% | -2,178.9% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling