+86.1%
OVV vs REPL
-40.1%
+126.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.4% | -2.8% |
| 7D | -14.9% | +15.1% | -30.0% | -15.2% |
| 30D | -0.9% | +51.1% | -52.0% | -1.9% |
| 3M | +5.6% | +69.2% | -63.7% | +4.2% |
| 6M | -2.5% | +597.6% | -600.0% | -8.6% |
| YTD | +57.8% | +106.0% | -48.1% | +50.6% |
| 1Y | +70.1% | +133.3% | -63.3% | +61.7% |
| 3Y | +35.1% | +41.0% | -5.8% | +20.7% |
| 5Y | +86.1% | -40.1% | +126.2% | +101.4% |
| All | +86.1% | -40.1% | +126.1% | +101.4% |
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