+48.2%
OVV vs EXEL
+461.0%
-412.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.9% |
| 7D | -16.7% | +0.3% | -16.9% | -16.8% |
| 30D | -1.5% | +19.0% | -20.5% | -5.6% |
| 3M | +1.6% | +33.3% | -31.7% | -5.4% |
| 6M | +2.0% | +42.9% | -40.8% | -7.2% |
| YTD | +56.8% | +58.7% | -1.9% | +37.7% |
| 1Y | +64.8% | +70.5% | -5.7% | +41.8% |
| 3Y | +38.3% | +233.8% | -195.6% | -5.9% |
| 5Y | +84.9% | +259.3% | -174.5% | +19.9% |
| All | +48.2% | +461.0% | -412.9% | -3.3% |
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