+82.4%
OVV vs IRE
-84.4%
+166.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +14.0% | -15.7% | -1.6% |
| 7D | +0.3% | +54.8% | -54.5% | +0.7% |
| 30D | +11.7% | +18.4% | -6.7% | +12.0% |
| 3M | +9.8% | -66.7% | +76.5% | +9.8% |
| 6M | +26.6% | -52.3% | +78.9% | +26.5% |
| YTD | +67.0% | -52.3% | +119.3% | +66.4% |
| All | +82.4% | -84.4% | +166.9% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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