+43.2%
OVV vs BURL
+95.5%
-52.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +7.7% | -13.3% | -6.6% |
| 7D | -12.1% | +10.4% | -22.5% | -13.4% |
| 30D | +2.9% | -4.9% | +7.8% | +3.5% |
| 3M | +3.7% | -29.8% | +33.4% | +9.7% |
| 6M | +0.6% | -16.5% | +17.1% | +2.5% |
| YTD | +62.5% | -10.5% | +73.0% | +61.3% |
| 1Y | +72.0% | -5.3% | +77.3% | +67.5% |
| All | +43.2% | +95.5% | -52.3% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 3y: compounded portfolio wealth divided by compounded BURL 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…
3y analysis · Full analysis span regression · 6 months rolling