+106.0%
OVV vs ESI
+36.5%
+69.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +8.0% | +5.5% | +2.5% | +5.9% |
| 30D | -2.0% | -7.8% | +5.7% | +0.3% |
| 3M | +5.4% | -15.0% | +20.4% | +10.5% |
| 6M | +14.3% | -24.9% | +39.2% | +23.2% |
| YTD | +69.4% | +33.2% | +36.2% | +32.6% |
| 1Y | +72.4% | +24.9% | +47.4% | +39.1% |
| 3Y | +58.4% | +77.8% | -19.4% | -1.7% |
| All | +106.0% | +36.5% | +69.5% | +53.0% |
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