+62.2%
OVV vs TLN
-8.6%
+70.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.4% | +1.8% |
| 7D | -7.3% | +1.1% | -8.4% | -7.2% |
| 30D | -3.6% | -4.6% | +1.0% | -3.9% |
| 3M | -2.6% | +5.2% | -7.9% | -1.7% |
| 6M | +7.6% | -6.5% | +14.1% | +8.3% |
| YTD | +59.6% | -3.6% | +63.3% | +62.1% |
| 1Y | +62.2% | -8.2% | +70.5% | +68.3% |
| All | +62.2% | -8.6% | +70.8% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling