+83.5%
OVV vs ES
+1.4%
+82.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.1% |
| 7D | -16.7% | +1.9% | -18.5% | -17.0% |
| 30D | -1.5% | +7.1% | -8.5% | -3.0% |
| 3M | +1.6% | -1.9% | +3.5% | +1.8% |
| 6M | +2.0% | +4.4% | -2.3% | +0.5% |
| YTD | +56.8% | +7.3% | +49.5% | +52.8% |
| 1Y | +64.8% | +2.1% | +62.7% | +62.1% |
| 3Y | +38.3% | +41.8% | -3.6% | +21.2% |
| All | +83.5% | +1.4% | +82.1% | +75.8% |
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