+88.1%
OVV vs RL
+240.9%
-152.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.9% | -2.0% |
| 7D | -10.7% | +0.2% | -11.0% | -11.0% |
| 30D | -5.3% | +7.3% | -12.6% | -8.0% |
| 3M | +2.4% | +1.0% | +1.3% | +1.4% |
| 6M | +5.7% | +11.8% | -6.1% | -0.7% |
| YTD | +56.8% | +13.6% | +43.1% | +43.6% |
| 1Y | +59.3% | +24.0% | +35.2% | +39.5% |
| 3Y | +49.0% | +256.6% | -207.6% | -24.6% |
| 5Y | +88.1% | +240.2% | -152.1% | -6.8% |
| All | +88.1% | +240.9% | -152.8% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling