+56.0%
OVV vs ES
+98.2%
-42.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | +8.0% | +2.7% | +5.3% | +7.5% |
| 30D | -2.0% | +7.6% | -9.6% | -3.5% |
| 3M | +5.4% | +0.5% | +4.9% | +5.2% |
| 6M | +14.3% | +7.6% | +6.7% | +12.1% |
| YTD | +69.4% | +10.2% | +59.2% | +65.0% |
| 1Y | +72.4% | +1.8% | +70.5% | +70.3% |
| 3Y | +58.4% | +55.4% | +3.0% | +40.8% |
| 5Y | +106.1% | +7.3% | +98.8% | +97.8% |
| All | +56.0% | +98.2% | -42.2% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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