+45.1%
OVV vs EXPD
+329.8%
-284.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | -7.3% | -7.4% | +0.1% | -3.0% |
| 30D | -3.6% | -2.1% | -1.5% | -2.5% |
| 3M | -2.6% | +5.7% | -8.3% | -6.1% |
| 6M | +7.6% | +21.4% | -13.8% | -5.2% |
| YTD | +59.6% | +27.6% | +32.0% | +33.5% |
| 1Y | +62.2% | +36.1% | +26.1% | +29.7% |
| 3Y | +49.6% | +69.9% | -20.3% | -1.0% |
| 5Y | +98.9% | +59.7% | +39.3% | +33.5% |
| 10Y | +45.1% | +323.0% | -277.9% | -45.2% |
| All | +45.1% | +329.8% | -284.7% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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