+23.3%
OVV vs REPL
-6.0%
+29.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.6% |
| 7D | +0.3% | -3.0% | +3.2% | +0.4% |
| 30D | +11.7% | +27.1% | -15.4% | +10.0% |
| 3M | +9.8% | +52.4% | -42.6% | +4.1% |
| 6M | +26.6% | +107.4% | -80.9% | +10.5% |
| YTD | +67.0% | +54.7% | +12.3% | +48.7% |
| 1Y | +55.9% | +158.9% | -102.9% | +27.7% |
| 3Y | +45.5% | -23.7% | +69.2% | +12.7% |
| 5Y | +157.3% | -54.3% | +211.7% | +107.4% |
| All | +23.3% | -6.0% | +29.3% | -27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling