+86.1%
OVV vs ES
+5.0%
+81.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -4.9% | -3.3% |
| 7D | -14.9% | +5.9% | -20.8% | -15.9% |
| 30D | -0.9% | +10.2% | -11.1% | -3.0% |
| 3M | +5.6% | +0.4% | +5.2% | +5.3% |
| 6M | -2.5% | +6.9% | -9.4% | -4.3% |
| YTD | +57.8% | +10.5% | +47.3% | +52.9% |
| 1Y | +70.1% | +3.2% | +66.9% | +67.1% |
| 3Y | +35.1% | +49.0% | -13.9% | +17.0% |
| 5Y | +86.1% | +4.5% | +81.6% | +79.8% |
| All | +86.1% | +5.0% | +81.1% | +79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling