+42.5%
OVV vs EXPD
+334.2%
-291.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -1.6% |
| 7D | -10.7% | -5.5% | -5.3% | -7.8% |
| 30D | -5.3% | -1.9% | -3.4% | -4.4% |
| 3M | +2.4% | +6.1% | -3.7% | -1.5% |
| 6M | +5.7% | +21.6% | -16.0% | -7.0% |
| YTD | +56.8% | +27.9% | +28.9% | +31.0% |
| 1Y | +59.3% | +39.4% | +19.9% | +25.4% |
| 3Y | +49.0% | +72.7% | -23.7% | -2.5% |
| 5Y | +88.1% | +60.3% | +27.8% | +25.9% |
| 10Y | +42.5% | +332.6% | -290.0% | -45.9% |
| All | +42.5% | +334.2% | -291.6% | -45.9% |
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