+58.4%
OVV vs EXEL
+397.6%
-339.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +0.3% | +8.4% | -8.1% | -1.5% |
| 30D | +11.7% | +4.1% | +7.7% | +10.4% |
| 3M | +9.8% | +12.4% | -2.6% | +6.3% |
| 6M | +26.6% | +41.5% | -15.0% | +15.5% |
| YTD | +67.0% | +34.6% | +32.4% | +53.7% |
| 1Y | +55.9% | +57.9% | -1.9% | +36.8% |
| 3Y | +45.5% | +159.5% | -114.0% | +8.0% |
| 5Y | +157.3% | +198.5% | -41.1% | +80.1% |
| All | +58.4% | +397.6% | -339.2% | +15.3% |
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