-2.4%
OVV vs ALM
+7,705.7%
-7,708.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.7% |
| 7D | +0.3% | -2.6% | +2.9% | +0.3% |
| 30D | +11.7% | +32.0% | -20.3% | +11.6% |
| 3M | +9.8% | -15.0% | +24.8% | +9.8% |
| 6M | +26.6% | -10.1% | +36.7% | +26.5% |
| YTD | +67.0% | +99.4% | -32.4% | +66.5% |
| 1Y | +55.9% | +316.4% | -260.4% | +55.0% |
| 3Y | +45.5% | +2,022.0% | -1,976.5% | +43.7% |
| 5Y | +157.3% | +941.2% | -783.8% | +154.5% |
| 10Y | +65.0% | +2,950.3% | -2,885.3% | +62.8% |
| All | -2.4% | +7,705.7% | -7,708.1% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling