+98.9%
OVV vs ALM
+395.6%
-296.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.2% | +9.1% | +2.0% |
| 7D | -7.3% | -6.3% | -0.9% | -7.1% |
| 30D | -3.6% | -31.4% | +27.9% | -2.6% |
| 3M | -2.6% | -40.6% | +37.9% | -1.5% |
| 6M | +7.6% | -58.6% | +66.2% | +9.8% |
| YTD | +59.6% | -7.6% | +67.2% | +56.5% |
| 1Y | +62.2% | +13.8% | +48.4% | +57.3% |
| 3Y | +49.6% | +842.1% | -792.5% | +21.9% |
| 5Y | +98.9% | +407.4% | -308.5% | +71.3% |
| All | +98.9% | +395.6% | -296.7% | +71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling