+57.2%
OVV vs EXEL
+234.5%
-177.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.5% | +2.3% |
| 7D | +6.5% | +1.6% | +4.9% | +6.5% |
| 30D | -2.7% | +17.4% | -20.0% | -3.1% |
| 3M | +3.1% | +38.6% | -35.5% | +2.1% |
| 6M | +12.8% | +41.2% | -28.4% | +11.2% |
| YTD | +68.1% | +59.3% | +8.8% | +64.0% |
| 1Y | +73.6% | +60.2% | +13.4% | +69.2% |
| All | +57.2% | +234.5% | -177.3% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling