-10.5%
OVV vs ESI
+195.2%
-205.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.5% | +2.2% |
| 7D | -7.3% | -6.6% | -0.7% | -4.1% |
| 30D | -3.6% | -9.8% | +6.3% | +0.9% |
| 3M | -2.6% | -11.9% | +9.3% | +1.7% |
| 6M | +7.6% | -25.1% | +32.7% | +18.6% |
| YTD | +59.6% | +31.9% | +27.7% | +22.8% |
| 1Y | +62.2% | +19.2% | +43.0% | +31.6% |
| 3Y | +49.6% | +76.2% | -26.6% | -7.4% |
| 5Y | +98.9% | +39.4% | +59.5% | +38.2% |
| 10Y | +45.1% | +304.9% | -259.8% | -40.5% |
| All | -10.5% | +195.2% | -205.7% | -51.1% |
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