+98.9%
OVV vs TLN
+583.6%
-484.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.8% | -5.5% | -2.2% |
| 7D | +0.3% | +7.1% | -6.8% | -0.5% |
| 30D | +11.7% | -3.9% | +15.6% | +12.0% |
| 3M | +9.8% | -16.2% | +26.0% | +11.4% |
| 6M | +26.6% | -5.8% | +32.4% | +25.3% |
| YTD | +67.0% | -15.4% | +82.5% | +66.9% |
| 1Y | +55.9% | -16.7% | +72.6% | +55.2% |
| 3Y | +45.5% | +473.8% | -428.3% | +10.4% |
| All | +98.9% | +583.6% | -484.6% | +45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling