+54.9%
OVV vs EXEL
+354.7%
-299.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.9% | +3.0% |
| 7D | +1.2% | -2.8% | +4.0% | +1.9% |
| 30D | -2.5% | +18.2% | -20.7% | -6.5% |
| 3M | +0.5% | +37.7% | -37.2% | -7.2% |
| 6M | +8.5% | +42.2% | -33.8% | -1.4% |
| YTD | +64.5% | +61.3% | +3.1% | +43.5% |
| 1Y | +64.7% | +64.5% | +0.2% | +42.7% |
| 3Y | +54.1% | +236.7% | -182.5% | +4.0% |
| 5Y | +95.4% | +296.3% | -200.9% | +22.2% |
| 10Y | +54.9% | +331.1% | -276.2% | +0.1% |
| All | +54.9% | +354.7% | -299.7% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling