+59.3%
OVV vs ESTC
+0.3%
+59.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | 0.0% |
| 7D | -10.7% | -1.2% | -9.6% | -10.8% |
| 30D | -5.3% | -8.1% | +2.8% | -5.4% |
| 3M | +2.4% | +20.2% | -17.8% | +2.9% |
| 6M | +5.7% | +72.7% | -67.1% | +7.1% |
| YTD | +56.8% | +19.6% | +37.1% | +56.6% |
| All | +59.3% | +0.3% | +59.0% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling