+45.1%
OVV vs ES
+87.3%
-42.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | -7.3% | +0.9% | -8.1% | -7.5% |
| 30D | -3.6% | +5.9% | -9.5% | -4.7% |
| 3M | -2.6% | -1.0% | -1.6% | -2.6% |
| 6M | +7.6% | +7.2% | +0.4% | +5.6% |
| YTD | +59.6% | +7.0% | +52.6% | +56.3% |
| 1Y | +62.2% | +0.5% | +61.8% | +60.5% |
| 3Y | +49.6% | +48.7% | +1.0% | +34.1% |
| 5Y | +98.9% | +1.9% | +97.0% | +92.7% |
| 10Y | +45.1% | +89.2% | -44.0% | +84.1% |
| All | +45.1% | +87.3% | -42.2% | +84.1% |
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