+171.6%
OVV vs RL
+1,605.3%
-1,433.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.8% | -2.5% |
| 7D | +0.3% | -0.8% | +1.1% | +0.5% |
| 30D | +11.7% | -7.8% | +19.5% | +15.2% |
| 3M | +9.8% | -4.0% | +13.8% | +10.4% |
| 6M | +26.6% | -1.9% | +28.4% | +23.4% |
| YTD | +67.0% | -0.2% | +67.2% | +61.1% |
| 1Y | +55.9% | +10.7% | +45.3% | +43.5% |
| 3Y | +45.5% | +210.8% | -165.3% | -15.5% |
| 5Y | +157.3% | +238.2% | -80.9% | +40.5% |
| 10Y | +65.0% | +313.4% | -248.4% | -13.8% |
| All | +171.6% | +1,605.3% | -1,433.7% | -9.9% |
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