+58.4%
OVV vs ESTC
+14.8%
+43.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | +8.0% | +2.4% | +5.6% | +7.7% |
| 30D | -2.0% | -4.2% | +2.2% | -1.7% |
| 3M | +5.4% | +2.5% | +3.0% | +4.6% |
| 6M | +14.3% | +81.5% | -67.2% | +5.1% |
| YTD | +69.4% | +16.8% | +52.6% | +64.2% |
| 1Y | +72.4% | -3.5% | +75.8% | +71.9% |
| 3Y | +58.4% | +17.7% | +40.7% | +54.5% |
| All | +58.4% | +14.8% | +43.6% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling