+83.5%
OVV vs RL
+226.8%
-143.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.7% | -0.2% |
| 7D | -16.7% | -4.2% | -12.5% | -15.6% |
| 30D | -1.5% | +4.3% | -5.8% | -3.3% |
| 3M | +1.6% | -4.6% | +6.2% | +2.6% |
| 6M | +2.0% | +1.7% | +0.3% | -0.7% |
| YTD | +56.8% | +7.3% | +49.5% | +46.5% |
| 1Y | +64.8% | +20.8% | +44.0% | +45.2% |
| 3Y | +38.3% | +247.0% | -208.7% | -29.7% |
| All | +83.5% | +226.8% | -143.3% | -7.5% |
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