+42.5%
OVV vs ESI
+323.5%
-280.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.2% | -3.0% |
| 7D | -10.7% | -3.5% | -7.3% | -9.2% |
| 30D | -5.3% | -9.3% | +4.0% | -0.8% |
| 3M | +2.4% | -12.8% | +15.2% | +8.0% |
| 6M | +5.7% | -24.6% | +30.3% | +17.1% |
| YTD | +56.8% | +32.7% | +24.0% | +14.2% |
| 1Y | +59.3% | +20.3% | +39.0% | +23.2% |
| 3Y | +49.0% | +80.2% | -31.2% | -18.5% |
| 5Y | +88.1% | +40.0% | +48.2% | +19.5% |
| 10Y | +42.5% | +310.8% | -268.2% | -56.2% |
| All | +42.5% | +323.5% | -280.9% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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