-3.7%
OVV vs BURL
+1,021.0%
-1,024.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +7.7% | -13.3% | -7.6% |
| 7D | -12.1% | +10.4% | -22.5% | -14.6% |
| 30D | +2.9% | -4.9% | +7.8% | +3.8% |
| 3M | +3.7% | -29.8% | +33.4% | +12.9% |
| 6M | +0.6% | -16.5% | +17.1% | +3.4% |
| YTD | +62.5% | -10.5% | +73.0% | +62.3% |
| 1Y | +72.0% | -5.3% | +77.3% | +68.1% |
| 3Y | +39.1% | +95.1% | -56.0% | +6.3% |
| 5Y | +98.5% | -12.1% | +110.5% | +83.2% |
| 10Y | +60.1% | +273.2% | -213.1% | +17.9% |
| All | -3.7% | +1,021.0% | -1,024.6% | -28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling