+64.7%
OVV vs EL
+25.2%
+39.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +2.9% |
| 7D | +1.2% | +0.3% | +1.0% | +1.3% |
| 30D | -2.5% | +12.3% | -14.8% | -1.1% |
| 3M | +0.5% | +28.4% | -27.9% | +3.6% |
| 6M | +8.5% | +36.7% | -28.3% | +13.0% |
| YTD | +64.5% | +8.4% | +56.1% | +74.3% |
| 1Y | +64.7% | +25.4% | +39.3% | +70.4% |
| All | +64.7% | +25.2% | +39.5% | +70.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling