+83.5%
OVV vs REPL
-35.6%
+119.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.0% | -8.6% | -0.8% |
| 7D | -16.7% | +22.8% | -39.4% | -17.0% |
| 30D | -1.5% | +63.8% | -65.3% | -2.7% |
| 3M | +1.6% | +68.1% | -66.5% | +0.2% |
| 6M | +2.0% | +528.5% | -526.5% | -4.0% |
| YTD | +56.8% | +122.4% | -65.6% | +49.4% |
| 1Y | +64.8% | +154.4% | -89.5% | +56.4% |
| 3Y | +38.3% | +68.0% | -29.7% | +22.2% |
| All | +83.5% | -35.6% | +119.1% | +101.0% |
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