+83.5%
OVV vs EXPD
+55.6%
+27.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.6% | +0.2% |
| 7D | -16.7% | -7.2% | -9.5% | -14.2% |
| 30D | -1.5% | -3.3% | +1.8% | -0.3% |
| 3M | +1.6% | +3.4% | -1.8% | +0.1% |
| 6M | +2.0% | +22.7% | -20.7% | -6.6% |
| YTD | +56.8% | +24.5% | +32.3% | +40.9% |
| 1Y | +64.8% | +38.6% | +26.2% | +40.6% |
| 3Y | +38.3% | +71.5% | -33.2% | +3.0% |
| All | +83.5% | +55.6% | +27.9% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling