+158.3%
OVV vs ESTC
-46.4%
+204.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.7% | -1.0% |
| 7D | +0.3% | -8.1% | +8.4% | +1.5% |
| 30D | +11.7% | +31.7% | -20.0% | +6.1% |
| 3M | +9.8% | +41.1% | -31.3% | +2.8% |
| 6M | +26.6% | +77.1% | -50.5% | +13.2% |
| YTD | +67.0% | +21.7% | +45.3% | +58.3% |
| 1Y | +55.9% | +8.4% | +47.5% | +49.9% |
| 3Y | +45.5% | +23.6% | +21.9% | +29.8% |
| All | +158.3% | -46.4% | +204.7% | +132.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling