+72.4%
OVV vs MULL
+322.2%
-249.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +5.9% | +0.7% |
| 7D | +8.0% | +24.5% | -16.5% | +8.3% |
| 30D | -2.0% | -35.5% | +33.5% | -2.6% |
| 3M | +5.4% | -44.8% | +50.2% | +4.6% |
| 6M | +14.3% | -45.5% | +59.7% | +15.9% |
| YTD | +69.4% | +232.5% | -163.1% | +74.4% |
| 1Y | +72.4% | +343.3% | -270.9% | +78.1% |
| All | +72.4% | +322.2% | -249.8% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling