-6.3%
OVV vs ESI
+224.6%
-231.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.7% | -3.3% |
| 7D | +0.3% | +3.3% | -3.1% | -1.6% |
| 30D | +11.7% | -5.9% | +17.6% | +14.7% |
| 3M | +9.8% | -14.1% | +23.9% | +15.4% |
| 6M | +26.6% | +6.6% | +20.0% | +13.8% |
| YTD | +67.0% | +45.0% | +22.0% | +24.4% |
| 1Y | +55.9% | +41.5% | +14.5% | +16.5% |
| 3Y | +45.5% | +78.8% | -33.3% | -8.8% |
| 5Y | +157.3% | +70.9% | +86.5% | +61.3% |
| 10Y | +65.0% | +317.1% | -252.1% | -33.0% |
| All | -6.3% | +224.6% | -231.0% | -50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling