+24.1%
OVV vs REPL
+37.4%
-13.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.2% |
| 7D | +6.5% | +9.8% | -3.3% | +5.9% |
| 30D | -2.7% | +81.5% | -84.2% | -6.3% |
| 3M | +3.1% | +44.2% | -41.1% | +0.5% |
| 6M | +12.8% | +437.4% | -424.6% | -3.7% |
| YTD | +68.1% | +126.1% | -58.0% | +45.8% |
| 1Y | +73.6% | +143.1% | -69.5% | +49.6% |
| 3Y | +57.6% | +97.8% | -40.2% | +8.3% |
| 5Y | +104.5% | -34.3% | +138.8% | +61.3% |
| All | +24.1% | +37.4% | -13.3% | -28.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling