+171.6%
OVV vs EME
+5,651.7%
-5,480.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.5% | -2.6% |
| 7D | +0.3% | +1.9% | -1.6% | -0.7% |
| 30D | +11.7% | -8.3% | +20.0% | +16.1% |
| 3M | +9.8% | -10.7% | +20.5% | +12.9% |
| 6M | +26.6% | +1.9% | +24.7% | +19.6% |
| YTD | +67.0% | +23.5% | +43.6% | +41.4% |
| 1Y | +55.9% | +18.0% | +38.0% | +31.5% |
| 3Y | +45.5% | +236.1% | -190.6% | -34.1% |
| 5Y | +157.3% | +527.9% | -370.5% | -18.3% |
| 10Y | +65.0% | +1,252.8% | -1,187.8% | -60.8% |
| All | +171.6% | +5,651.7% | -5,480.0% | -65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling