+158.3%
OVV vs ESI
+72.3%
+86.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.7% | -2.9% |
| 7D | +0.3% | +3.3% | -3.1% | -1.1% |
| 30D | +11.7% | -5.9% | +17.6% | +13.9% |
| 3M | +9.8% | -14.1% | +23.9% | +14.0% |
| 6M | +26.6% | +6.6% | +20.0% | +15.6% |
| YTD | +67.0% | +45.0% | +22.0% | +28.6% |
| 1Y | +55.9% | +41.5% | +14.5% | +20.4% |
| 3Y | +45.5% | +78.8% | -33.3% | -6.1% |
| All | +158.3% | +72.3% | +86.0% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling