+62.3%
OVV vs EXPD
+315.7%
-253.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.3% |
| 7D | +0.3% | -1.1% | +1.4% | +0.9% |
| 30D | +11.7% | +4.1% | +7.7% | +8.9% |
| 3M | +9.8% | +17.9% | -8.1% | -1.1% |
| 6M | +26.6% | +29.2% | -2.7% | +6.8% |
| YTD | +67.0% | +27.4% | +39.7% | +40.4% |
| 1Y | +55.9% | +56.8% | -0.9% | +12.9% |
| 3Y | +45.5% | +68.0% | -22.5% | -2.6% |
| 5Y | +157.3% | +61.9% | +95.5% | +70.1% |
| All | +62.3% | +315.7% | -253.3% | -35.5% |
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