+48.2%
OVV vs ESTC
+25.2%
+23.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.7% | -1.3% |
| 7D | +0.3% | -8.1% | +8.4% | +1.1% |
| 30D | +11.7% | +31.7% | -20.0% | +7.8% |
| 3M | +9.8% | +41.1% | -31.3% | +4.9% |
| 6M | +26.6% | +77.1% | -50.5% | +16.9% |
| YTD | +67.0% | +21.7% | +45.3% | +61.5% |
| 1Y | +55.9% | +8.4% | +47.5% | +52.6% |
| All | +48.2% | +25.2% | +23.1% | +45.6% |
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