-46.4%
OVV vs EMB
+126.0%
-172.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -16.7% | -0.1% | -16.6% | -16.6% |
| 30D | -1.5% | +1.3% | -2.8% | -3.2% |
| 3M | +1.6% | -2.7% | +4.3% | +4.9% |
| 6M | +2.0% | -2.8% | +4.9% | +5.0% |
| YTD | +56.8% | -1.1% | +57.9% | +56.7% |
| 1Y | +64.8% | 0.0% | +64.9% | +62.2% |
| 3Y | +38.3% | +28.8% | +9.5% | -2.6% |
| 5Y | +84.9% | +6.0% | +78.9% | +69.0% |
| 10Y | +54.5% | +29.1% | +25.4% | +47.6% |
| All | -46.4% | +126.0% | -172.3% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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