+38.3%
OVV vs TLN
+538.9%
-500.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.1% | -7.7% | -1.4% |
| 7D | -16.7% | -1.3% | -15.4% | -16.6% |
| 30D | -1.5% | -10.5% | +9.0% | -0.5% |
| 3M | +1.6% | +0.1% | +1.5% | +1.1% |
| 6M | +2.0% | -17.4% | +19.4% | +3.5% |
| YTD | +56.8% | -9.7% | +66.5% | +55.0% |
| 1Y | +64.8% | -12.3% | +77.1% | +63.2% |
| 3Y | +38.3% | +528.3% | -490.0% | -7.4% |
| All | +38.3% | +538.9% | -500.7% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling