+155.5%
OVV vs EQH
+94.3%
+61.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.1% |
| 7D | -2.9% | -1.8% | -1.1% | -2.0% |
| 30D | +0.9% | +2.4% | -1.6% | -0.8% |
| 3M | +11.0% | +26.3% | -15.3% | -3.7% |
| 6M | +22.3% | +35.8% | -13.5% | -0.4% |
| YTD | +65.1% | +12.7% | +52.4% | +49.4% |
| 1Y | +53.1% | +2.5% | +50.7% | +46.4% |
| 3Y | +46.7% | +98.6% | -51.9% | -12.5% |
| 5Y | +155.5% | +101.7% | +53.8% | +33.2% |
| All | +155.5% | +94.3% | +61.2% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 5y: compounded portfolio wealth divided by compounded EQH 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…
5y analysis · Full analysis span regression · 6 months rolling