+62.3%
OVV vs ES
+84.4%
-22.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.6% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | +11.7% | -2.0% | +13.7% | +12.1% |
| 3M | +9.8% | +1.7% | +8.1% | +9.2% |
| 6M | +26.6% | -3.5% | +30.1% | +27.0% |
| YTD | +67.0% | +7.9% | +59.1% | +63.5% |
| 1Y | +55.9% | +17.2% | +38.8% | +49.1% |
| 3Y | +45.5% | +29.3% | +16.2% | +34.5% |
| 5Y | +157.3% | -5.7% | +163.1% | +153.0% |
| All | +62.3% | +84.4% | -22.0% | +78.6% |
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