+80.4%
OVV vs EXR
+3,113.6%
-3,033.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.7% |
| 7D | -14.9% | +6.8% | -21.7% | -16.7% |
| 30D | -0.9% | +19.6% | -20.5% | -6.5% |
| 3M | +5.6% | +8.0% | -2.4% | +2.8% |
| 6M | -2.5% | +17.2% | -19.6% | -7.8% |
| YTD | +57.8% | +27.2% | +30.6% | +44.5% |
| 1Y | +70.1% | +26.1% | +44.0% | +56.1% |
| 3Y | +35.1% | +70.7% | -35.5% | +10.2% |
| 5Y | +86.1% | +1.0% | +85.1% | +77.1% |
| 10Y | +55.5% | +227.1% | -171.6% | -1.1% |
| All | +80.4% | +3,113.6% | -3,033.2% | -55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling