+83.5%
OVV vs ESI
+28.5%
+55.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.6% | -1.3% |
| 7D | -16.7% | -8.5% | -8.1% | -14.0% |
| 30D | -1.5% | -15.7% | +14.2% | +4.2% |
| 3M | +1.6% | -18.2% | +19.8% | +7.9% |
| 6M | +2.0% | -28.8% | +30.9% | +12.2% |
| YTD | +56.8% | +26.3% | +30.6% | +25.3% |
| 1Y | +64.8% | +18.2% | +46.6% | +35.9% |
| 3Y | +38.3% | +68.1% | -29.8% | -12.0% |
| All | +83.5% | +28.5% | +55.0% | +28.3% |
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 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