+158.3%
OVV vs EL
-67.1%
+225.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.7% | -2.3% |
| 7D | +0.3% | +0.8% | -0.5% | +0.1% |
| 30D | +11.7% | +19.8% | -8.1% | +7.8% |
| 3M | +9.8% | +25.7% | -15.9% | +4.6% |
| 6M | +26.6% | +5.4% | +21.1% | +24.2% |
| YTD | +67.0% | +0.2% | +66.8% | +64.4% |
| 1Y | +55.9% | +20.4% | +35.5% | +45.6% |
| 3Y | +45.5% | -32.1% | +77.6% | +48.7% |
| All | +158.3% | -67.1% | +225.5% | +241.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling