+39.2%
OVV vs BURL
+89.8%
-50.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | +0.1% | -2.5% |
| 7D | -14.9% | +3.5% | -18.4% | -15.4% |
| 30D | -0.9% | -9.3% | +8.4% | +0.4% |
| 3M | +5.6% | -32.1% | +37.7% | +12.2% |
| 6M | -2.5% | -19.8% | +17.3% | -0.1% |
| YTD | +57.8% | -13.2% | +71.0% | +57.3% |
| 1Y | +70.1% | -7.8% | +77.9% | +66.2% |
| All | +39.2% | +89.8% | -50.6% | +23.0% |
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