+42.5%
OVV vs EL
+63.1%
-20.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.0% |
| 7D | -10.7% | +8.0% | -18.7% | -13.3% |
| 30D | -5.3% | +15.4% | -20.7% | -10.3% |
| 3M | +2.4% | +28.5% | -26.1% | -7.7% |
| 6M | +5.7% | +32.2% | -26.6% | -7.3% |
| YTD | +56.8% | +9.2% | +47.6% | +43.9% |
| 1Y | +59.3% | +30.8% | +28.5% | +34.4% |
| 3Y | +49.0% | +3.7% | +45.3% | +24.0% |
| 5Y | +88.1% | -64.8% | +152.9% | +186.7% |
| 10Y | +42.5% | +60.0% | -17.5% | +0.6% |
| All | +42.5% | +63.1% | -20.5% | +0.6% |
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