+48.2%
OVV vs EXPD
+304.0%
-255.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.6% | +0.7% |
| 7D | -16.7% | -7.2% | -9.5% | -13.0% |
| 30D | -1.5% | -3.3% | +1.8% | +0.3% |
| 3M | +1.6% | +3.4% | -1.8% | -0.7% |
| 6M | +2.0% | +22.7% | -20.7% | -10.7% |
| YTD | +56.8% | +24.5% | +32.3% | +33.2% |
| 1Y | +64.8% | +38.6% | +26.2% | +30.2% |
| 3Y | +38.3% | +71.5% | -33.2% | -9.2% |
| 5Y | +84.9% | +56.2% | +28.6% | +25.9% |
| All | +48.2% | +304.0% | -255.8% | -40.8% |
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