+54.8%
OVV vs RL
+342.1%
-287.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.1% | +2.6% |
| 7D | +6.5% | +2.4% | +4.2% | +5.2% |
| 30D | -2.7% | +4.6% | -7.2% | -5.4% |
| 3M | +3.1% | -1.1% | +4.3% | +2.5% |
| 6M | +12.8% | +16.5% | -3.7% | +1.3% |
| YTD | +68.1% | +11.4% | +56.7% | +50.6% |
| 1Y | +73.6% | +16.1% | +57.6% | +51.5% |
| 3Y | +57.6% | +252.6% | -195.0% | -29.2% |
| 5Y | +104.5% | +244.9% | -140.3% | -11.2% |
| All | +54.8% | +342.1% | -287.4% | -40.3% |
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