-1.0%
OVV vs BURL
+1,051.1%
-1,052.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.4% | -2.5% |
| 7D | +0.3% | -2.8% | +3.1% | +0.9% |
| 30D | +11.7% | -28.2% | +39.9% | +21.8% |
| 3M | +9.8% | -17.6% | +27.4% | +14.8% |
| 6M | +26.6% | -11.8% | +38.3% | +28.2% |
| YTD | +67.0% | -8.1% | +75.2% | +66.9% |
| 1Y | +55.9% | -12.0% | +67.9% | +56.7% |
| 3Y | +45.5% | +63.3% | -17.8% | +17.8% |
| 5Y | +157.3% | -10.8% | +168.2% | +138.2% |
| 10Y | +65.0% | +215.9% | -150.9% | +23.0% |
| All | -1.0% | +1,051.1% | -1,052.1% | -26.0% |
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 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