+42.5%
OVV vs RL
+397.7%
-355.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.9% | -2.8% |
| 7D | -10.7% | +0.2% | -11.0% | -11.2% |
| 30D | -5.3% | +7.3% | -12.6% | -9.1% |
| 3M | +2.4% | +1.0% | +1.3% | +0.8% |
| 6M | +5.7% | +11.8% | -6.1% | -3.1% |
| YTD | +56.8% | +13.6% | +43.1% | +39.2% |
| 1Y | +59.3% | +24.0% | +35.2% | +34.3% |
| 3Y | +49.0% | +256.6% | -207.6% | -33.3% |
| 5Y | +88.1% | +240.2% | -152.1% | -17.3% |
| 10Y | +42.5% | +373.0% | -330.4% | -43.2% |
| All | +42.5% | +397.7% | -355.1% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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