+167.5%
OVV vs EL
+725.3%
-557.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.4% |
| 7D | +1.2% | +0.3% | +1.0% | +1.1% |
| 30D | -2.5% | +12.3% | -14.8% | -7.0% |
| 3M | +0.5% | +28.4% | -27.9% | -10.0% |
| 6M | +8.5% | +36.7% | -28.3% | -6.7% |
| YTD | +64.5% | +8.4% | +56.1% | +50.0% |
| 1Y | +64.7% | +25.4% | +39.3% | +40.7% |
| 3Y | +54.1% | +3.4% | +50.7% | +29.2% |
| 5Y | +95.4% | -64.8% | +160.2% | +156.9% |
| 10Y | +54.9% | +63.0% | -8.0% | +11.6% |
| All | +167.5% | +725.3% | -557.8% | -4.4% |
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 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