+45.1%
OVV vs RL
+369.1%
-324.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | -7.3% | +1.3% | -8.6% | -8.2% |
| 30D | -3.6% | +7.6% | -11.2% | -7.5% |
| 3M | -2.6% | -1.5% | -1.1% | -3.0% |
| 6M | +7.6% | +12.1% | -4.5% | -1.5% |
| YTD | +59.6% | +13.9% | +45.7% | +41.5% |
| 1Y | +62.2% | +20.7% | +41.6% | +38.8% |
| 3Y | +49.6% | +260.6% | -211.0% | -33.5% |
| 5Y | +98.9% | +248.9% | -149.9% | -13.9% |
| 10Y | +45.1% | +355.9% | -310.8% | -43.0% |
| All | +45.1% | +369.1% | -324.0% | -43.0% |
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