+98.9%
OVV vs REPL
-29.4%
+128.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.6% | -2.8% | +1.7% |
| 7D | -7.3% | +12.7% | -20.0% | -7.5% |
| 30D | -3.6% | +73.5% | -77.0% | -4.8% |
| 3M | -2.6% | +70.3% | -72.9% | -3.9% |
| 6M | +7.6% | +472.0% | -464.4% | +1.6% |
| YTD | +59.6% | +139.5% | -79.9% | +51.8% |
| 1Y | +62.2% | +167.3% | -105.1% | +53.8% |
| 3Y | +49.6% | +109.5% | -59.9% | +30.3% |
| 5Y | +98.9% | -29.9% | +128.9% | +119.4% |
| All | +98.9% | -29.4% | +128.4% | +119.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling