+18.0%
OVV vs ESTC
+20.3%
-2.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.1% | +3.3% | -1.5% |
| 7D | -14.9% | -18.5% | +3.6% | -11.1% |
| 30D | -0.9% | -11.0% | +10.1% | +1.4% |
| 3M | +5.6% | +20.8% | -15.2% | -0.3% |
| 6M | -2.5% | +67.9% | -70.4% | -15.4% |
| YTD | +57.8% | +11.6% | +46.2% | +48.2% |
| 1Y | +70.1% | -3.3% | +73.3% | +64.4% |
| 3Y | +35.1% | +16.4% | +18.7% | +15.2% |
| 5Y | +86.1% | -49.9% | +135.9% | +85.9% |
| All | +18.0% | +20.3% | -2.3% | -24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling