+46.9%
OVV vs EOSE
+36.5%
+10.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.8% | -11.8% | -1.2% |
| 7D | -3.7% | +41.4% | -45.2% | -4.5% |
| 30D | +8.0% | +3.6% | +4.4% | +7.8% |
| 3M | +11.3% | -35.7% | +47.0% | +12.2% |
| 6M | +24.0% | -29.9% | +53.9% | +24.1% |
| YTD | +65.3% | -62.5% | +127.8% | +67.8% |
| 1Y | +60.2% | -37.4% | +97.6% | +58.1% |
| 3Y | +46.9% | +55.8% | -8.9% | +33.2% |
| All | +46.9% | +36.5% | +10.4% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling