+53.7%
OVV vs ESI
+84.3%
-30.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.0% | -0.9% | +2.1% |
| 7D | +1.2% | +1.8% | -0.6% | +0.7% |
| 30D | -2.5% | -6.6% | +4.1% | -1.3% |
| 3M | +0.5% | -9.4% | +9.9% | +2.2% |
| 6M | +8.5% | -24.1% | +32.6% | +14.6% |
| YTD | +64.5% | +37.1% | +27.3% | +32.9% |
| 1Y | +64.7% | +24.5% | +40.1% | +38.9% |
| All | +53.7% | +84.3% | -30.6% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling