-6.4%
OVV vs BURL
+987.9%
-994.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | +0.1% | -2.1% |
| 7D | -14.9% | +3.5% | -18.4% | -15.9% |
| 30D | -0.9% | -9.3% | +8.4% | +1.3% |
| 3M | +5.6% | -32.1% | +37.7% | +16.0% |
| 6M | -2.5% | -19.8% | +17.3% | +1.3% |
| YTD | +57.8% | -13.2% | +71.0% | +58.9% |
| 1Y | +70.1% | -7.8% | +77.9% | +67.4% |
| 3Y | +35.1% | +89.3% | -54.2% | +4.1% |
| 5Y | +86.1% | -15.8% | +101.9% | +73.9% |
| 10Y | +55.5% | +262.2% | -206.7% | +15.5% |
| All | -6.4% | +987.9% | -994.4% | -29.6% |
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