+171.6%
OVV vs ED
+635.0%
-463.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.3% |
| 7D | +0.3% | -0.2% | +0.4% | +0.3% |
| 30D | +11.7% | -0.1% | +11.9% | +11.7% |
| 3M | +9.8% | +3.9% | +5.9% | +8.3% |
| 6M | +26.6% | -3.0% | +29.6% | +27.4% |
| YTD | +67.0% | +10.7% | +56.3% | +61.1% |
| 1Y | +55.9% | +13.3% | +42.6% | +49.0% |
| 3Y | +45.5% | +34.5% | +11.0% | +28.0% |
| 5Y | +157.3% | +67.1% | +90.2% | +107.2% |
| 10Y | +65.0% | +103.0% | -38.0% | +10.1% |
| All | +171.6% | +635.0% | -463.4% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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