-7.7%
OVV vs ALM
+3,431.9%
-3,439.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.6% | +6.7% | -2.8% |
| 7D | -14.9% | -14.5% | -0.4% | -14.9% |
| 30D | -0.9% | -39.0% | +38.1% | -0.8% |
| 3M | +5.6% | -40.3% | +45.8% | +5.7% |
| 6M | -2.5% | -60.3% | +57.8% | -2.3% |
| YTD | +57.8% | -9.8% | +67.6% | +57.7% |
| 1Y | +70.1% | +30.8% | +39.3% | +69.7% |
| 3Y | +35.1% | +772.4% | -737.3% | +33.8% |
| 5Y | +86.1% | +390.7% | -304.7% | +84.4% |
| 10Y | +55.5% | +2,028.5% | -1,973.0% | +53.7% |
| All | -7.7% | +3,431.9% | -3,439.7% | -9.5% |
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