+62.3%
OVV vs EXR
+148.5%
-86.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.4% |
| 7D | +0.3% | -2.6% | +2.8% | +0.9% |
| 30D | +11.7% | -7.2% | +18.9% | +13.7% |
| 3M | +9.8% | -3.5% | +13.3% | +10.5% |
| 6M | +26.6% | -5.3% | +31.9% | +27.5% |
| YTD | +67.0% | +9.4% | +57.7% | +61.6% |
| 1Y | +55.9% | +1.3% | +54.6% | +53.7% |
| 3Y | +45.5% | +22.4% | +23.1% | +34.3% |
| 5Y | +157.3% | -12.2% | +169.6% | +156.3% |
| All | +62.3% | +148.5% | -86.1% | +52.1% |
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