+156.7%
OVV vs RL
+1,759.1%
-1,602.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.3% | +4.5% | 0.0% |
| 7D | -14.9% | -4.7% | -10.2% | -13.5% |
| 30D | -0.9% | +3.6% | -4.5% | -2.7% |
| 3M | +5.6% | +0.5% | +5.0% | +4.5% |
| 6M | -2.5% | +6.6% | -9.1% | -7.4% |
| YTD | +57.8% | +8.8% | +49.0% | +46.2% |
| 1Y | +70.1% | +21.8% | +48.3% | +49.9% |
| 3Y | +35.1% | +245.8% | -210.7% | -25.2% |
| 5Y | +86.1% | +230.0% | -143.9% | +2.5% |
| 10Y | +55.5% | +369.4% | -313.9% | -23.0% |
| All | +156.7% | +1,759.1% | -1,602.4% | -18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling