+171.6%
OVV vs ES
+722.8%
-551.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.5% |
| 7D | +0.3% | +0.3% | 0.0% | +0.1% |
| 30D | +11.7% | -2.0% | +13.7% | +12.5% |
| 3M | +9.8% | +1.7% | +8.1% | +8.6% |
| 6M | +26.6% | -3.5% | +30.1% | +27.2% |
| YTD | +67.0% | +7.9% | +59.1% | +60.2% |
| 1Y | +55.9% | +17.2% | +38.8% | +43.1% |
| 3Y | +45.5% | +29.3% | +16.2% | +24.9% |
| 5Y | +157.3% | -5.7% | +163.1% | +150.2% |
| 10Y | +65.0% | +85.2% | -20.2% | +8.0% |
| All | +171.6% | +722.8% | -551.1% | -29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling