+60.2%
OVV vs ALM
+347.8%
-287.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.8% | -9.8% | -0.9% |
| 7D | -3.7% | +8.4% | -12.1% | -3.6% |
| 30D | +8.0% | +34.8% | -26.9% | +8.5% |
| 3M | +11.3% | +16.2% | -5.0% | +11.9% |
| 6M | +24.0% | +2.1% | +21.9% | +25.0% |
| YTD | +65.3% | +117.0% | -51.7% | +67.4% |
| 1Y | +60.2% | +313.9% | -253.7% | +69.6% |
| All | +60.2% | +347.8% | -287.6% | +69.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling