-16.1%
OVV vs ET
+1,435.0%
-1,451.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.9% |
| 7D | +0.3% | +0.9% | -0.6% | -0.3% |
| 30D | +11.7% | +7.5% | +4.3% | +6.4% |
| 3M | +9.8% | +11.4% | -1.6% | +2.2% |
| 6M | +26.6% | +18.5% | +8.0% | +13.1% |
| YTD | +67.0% | +37.4% | +29.6% | +35.1% |
| 1Y | +55.9% | +30.9% | +25.0% | +30.5% |
| 3Y | +45.5% | +98.7% | -53.2% | -6.7% |
| 5Y | +157.3% | +230.7% | -73.4% | +24.3% |
| 10Y | +65.0% | +175.6% | -110.6% | +13.2% |
| All | -16.1% | +1,435.0% | -1,451.0% | -87.0% |
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