+48.2%
OVV vs EXR
+221.5%
-173.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.5% |
| 7D | -16.7% | +5.2% | -21.9% | -17.8% |
| 30D | -1.5% | +20.9% | -22.4% | -6.2% |
| 3M | +1.6% | +7.7% | -6.1% | -0.5% |
| 6M | +2.0% | +13.2% | -11.1% | -1.6% |
| YTD | +56.8% | +26.5% | +30.3% | +46.0% |
| 1Y | +64.8% | +27.2% | +37.6% | +53.2% |
| 3Y | +38.3% | +71.5% | -33.3% | +16.3% |
| 5Y | +84.9% | +0.4% | +84.5% | +77.8% |
| All | +48.2% | +221.5% | -173.3% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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