+155.0%
OVV vs EL
+708.6%
-553.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.9% | -1.5% |
| 7D | -16.7% | +0.8% | -17.4% | -17.1% |
| 30D | -1.5% | +16.5% | -18.0% | -7.3% |
| 3M | +1.6% | +29.2% | -27.6% | -9.3% |
| 6M | +2.0% | +27.9% | -25.9% | -10.0% |
| YTD | +56.8% | +6.2% | +50.6% | +44.2% |
| 1Y | +64.8% | +27.2% | +37.7% | +40.0% |
| 3Y | +38.3% | +3.2% | +35.1% | +15.7% |
| 5Y | +84.9% | -66.0% | +150.9% | +146.8% |
| 10Y | +54.5% | +58.3% | -3.8% | +12.5% |
| All | +155.0% | +708.6% | -553.6% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling