-19.8%
OVV vs ET
+1,312.4%
-1,332.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +0.6% |
| 7D | -7.3% | -1.9% | -5.4% | -6.0% |
| 30D | -3.6% | -3.1% | -0.5% | -1.4% |
| 3M | -2.6% | -3.9% | +1.3% | +0.2% |
| 6M | +7.6% | +4.0% | +3.6% | +5.1% |
| YTD | +59.6% | +26.4% | +33.2% | +36.9% |
| 1Y | +62.2% | +24.9% | +37.3% | +40.4% |
| 3Y | +49.6% | +85.2% | -35.6% | +0.7% |
| 5Y | +98.9% | +218.3% | -119.4% | -1.1% |
| 10Y | +45.1% | +172.0% | -126.8% | +2.8% |
| All | -19.8% | +1,312.4% | -1,332.2% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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