+56.0%
OVV vs EME
+905.2%
-849.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | +8.0% | +8.4% | -0.3% | +3.1% |
| 30D | -2.0% | -11.5% | +9.5% | +4.0% |
| 3M | +5.4% | -20.6% | +26.1% | +17.6% |
| 6M | +14.3% | -28.5% | +42.8% | +31.8% |
| YTD | +69.4% | +8.0% | +61.4% | +45.4% |
| 1Y | +72.4% | +6.8% | +65.6% | +48.1% |
| 3Y | +58.4% | +213.9% | -155.5% | -47.5% |
| 5Y | +106.1% | +414.8% | -308.7% | -56.5% |
| All | +56.0% | +905.2% | -849.2% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling