+56.0%
OVV vs ALM
+2,100.8%
-2,044.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.7% | -7.0% | +0.5% |
| 7D | +8.0% | +1.2% | +6.8% | +8.0% |
| 30D | -2.0% | -19.3% | +17.3% | -1.4% |
| 3M | +5.4% | -40.6% | +46.1% | +7.0% |
| 6M | +14.3% | -57.9% | +72.2% | +16.9% |
| YTD | +69.4% | -6.7% | +76.1% | +66.7% |
| 1Y | +72.4% | +20.2% | +52.2% | +67.4% |
| 3Y | +58.4% | +879.4% | -821.1% | +35.2% |
| 5Y | +106.1% | +415.3% | -309.2% | +78.4% |
| All | +56.0% | +2,100.8% | -2,044.8% | +41.8% |
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