+663.3%
OVV vs EOSE
-61.3%
+724.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.9% | -12.6% | -2.4% |
| 7D | +0.3% | +19.0% | -18.8% | -0.9% |
| 30D | +11.7% | +1.6% | +10.2% | +11.3% |
| 3M | +9.8% | -52.0% | +61.8% | +13.9% |
| 6M | +26.6% | -42.5% | +69.1% | +28.1% |
| YTD | +67.0% | -66.1% | +133.2% | +72.9% |
| 1Y | +55.9% | -47.1% | +103.1% | +53.7% |
| 3Y | +45.5% | +0.8% | +44.7% | +24.1% |
| 5Y | +157.3% | -71.7% | +229.0% | +111.6% |
| All | +663.3% | -61.3% | +724.6% | +558.7% |
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