+658.7%
OVV vs EOSE
-58.6%
+717.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +0.6% |
| 7D | -3.8% | +15.0% | -18.8% | -4.7% |
| 30D | +1.3% | +2.5% | -1.2% | +0.8% |
| 3M | +14.3% | -33.7% | +48.1% | +16.2% |
| 6M | +21.1% | -32.7% | +53.9% | +21.3% |
| YTD | +66.0% | -63.8% | +129.8% | +71.0% |
| 1Y | +59.3% | -40.5% | +99.8% | +55.7% |
| 3Y | +47.6% | +50.4% | -2.8% | +21.7% |
| 5Y | +162.0% | -68.6% | +230.5% | +113.8% |
| All | +658.7% | -58.6% | +717.3% | +551.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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