+54.9%
OVV vs EAT
+333.9%
-279.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.9% | +0.2% | +2.1% |
| 7D | +1.2% | -8.9% | +10.2% | +4.3% |
| 30D | -2.5% | +3.4% | -5.9% | -4.5% |
| 3M | +0.5% | -9.3% | +9.8% | +1.9% |
| 6M | +8.5% | +43.8% | -35.3% | -7.5% |
| YTD | +64.5% | +39.9% | +24.6% | +38.1% |
| 1Y | +64.7% | +89.7% | -25.0% | +22.2% |
| 3Y | +54.1% | +491.3% | -437.1% | -32.3% |
| 5Y | +95.4% | +365.4% | -270.0% | -14.4% |
| 10Y | +54.9% | +325.9% | -270.9% | -21.7% |
| All | +54.9% | +333.9% | -279.0% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling