+668.3%
OVV vs EOSE
-82.0%
+750.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -9.0% | +11.3% | +2.8% |
| 7D | +6.5% | -3.7% | +10.3% | +6.6% |
| 30D | -2.7% | -22.0% | +19.3% | -1.8% |
| 3M | +3.1% | -57.3% | +60.5% | +7.2% |
| 6M | +12.8% | -77.7% | +90.5% | +21.1% |
| YTD | +68.1% | -84.2% | +152.3% | +80.4% |
| 1Y | +73.6% | -89.5% | +163.2% | +91.2% |
| 3Y | +57.6% | +41.4% | +16.2% | +26.8% |
| 5Y | +104.5% | -83.0% | +187.5% | +71.2% |
| All | +668.3% | -82.0% | +750.3% | +587.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling