+69.8%
OVV vs ELF
+357.0%
-287.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.1% |
| 7D | +0.3% | +5.4% | -5.1% | -0.8% |
| 30D | +11.7% | +27.0% | -15.2% | +6.5% |
| 3M | +9.8% | +113.2% | -103.4% | -6.2% |
| 6M | +26.6% | +36.6% | -10.0% | +16.7% |
| YTD | +67.0% | +44.2% | +22.8% | +50.9% |
| 1Y | +55.9% | -18.0% | +73.9% | +54.4% |
| 3Y | +45.5% | -19.9% | +65.4% | +28.6% |
| 5Y | +157.3% | +257.7% | -100.3% | +33.0% |
| All | +69.8% | +357.0% | -287.2% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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