+72.0%
OVV vs REPL
+125.1%
-53.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.6% |
| 7D | -12.1% | +28.8% | -40.9% | -12.4% |
| 30D | +2.9% | +57.3% | -54.5% | +2.2% |
| 3M | +3.7% | +73.6% | -69.9% | +2.8% |
| 6M | +0.6% | +582.8% | -582.2% | -3.0% |
| YTD | +62.5% | +112.9% | -50.4% | +64.6% |
| 1Y | +72.0% | +130.7% | -58.6% | +71.6% |
| All | +72.0% | +125.1% | -53.1% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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