+154.9%
OVV vs FLR
+215.6%
-60.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.3% | -8.3% | -3.8% |
| 7D | -10.7% | +8.5% | -19.3% | -14.3% |
| 30D | -5.3% | -0.7% | -4.6% | -5.7% |
| 3M | +2.4% | -11.7% | +14.1% | +6.6% |
| 6M | +5.7% | +16.2% | -10.6% | -5.8% |
| YTD | +56.8% | +27.0% | +29.8% | +30.0% |
| 1Y | +59.3% | +10.1% | +49.2% | +40.4% |
| 3Y | +49.0% | +46.2% | +2.8% | +3.8% |
| 5Y | +88.1% | +121.4% | -33.3% | +3.7% |
| 10Y | +42.5% | +11.0% | +31.6% | -3.8% |
| All | +154.9% | +215.6% | -60.6% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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