+48.2%
OVV vs EL
+56.3%
-8.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.9% | -1.4% |
| 7D | -16.7% | +0.8% | -17.4% | -17.0% |
| 30D | -1.5% | +16.5% | -18.0% | -7.0% |
| 3M | +1.6% | +29.2% | -27.6% | -8.7% |
| 6M | +2.0% | +27.9% | -25.9% | -9.4% |
| YTD | +56.8% | +6.2% | +50.6% | +45.3% |
| 1Y | +64.8% | +27.2% | +37.7% | +40.5% |
| 3Y | +38.3% | +3.2% | +35.1% | +14.6% |
| 5Y | +84.9% | -66.0% | +150.9% | +186.1% |
| All | +48.2% | +56.3% | -8.1% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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