+164.2%
OVV vs EXPD
+1,622.6%
-1,458.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.2% | -2.4% | -4.2% |
| 7D | -12.1% | +0.3% | -12.4% | -12.2% |
| 30D | +2.9% | +1.8% | +1.0% | +2.0% |
| 3M | +3.7% | +8.9% | -5.2% | -0.5% |
| 6M | +0.6% | +42.2% | -41.6% | -15.0% |
| YTD | +62.5% | +33.4% | +29.1% | +39.7% |
| 1Y | +72.0% | +47.2% | +24.8% | +41.0% |
| 3Y | +39.1% | +81.3% | -42.2% | +1.6% |
| 5Y | +98.5% | +60.2% | +38.3% | +50.8% |
| 10Y | +60.1% | +339.5% | -279.4% | -18.1% |
| All | +164.2% | +1,622.6% | -1,458.4% | -19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling