+64.6%
OVV vs WOLF
+37.9%
+26.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.3% | +7.1% | +0.6% |
| 7D | +8.0% | +4.4% | +3.7% | +8.2% |
| 30D | -2.0% | +1.0% | -3.1% | -1.8% |
| 3M | +5.4% | -21.2% | +26.6% | +5.1% |
| 6M | +14.3% | -60.3% | +74.6% | +13.3% |
| YTD | +69.4% | +42.6% | +26.8% | +67.6% |
| 1Y | +72.4% | +36.5% | +35.9% | +71.0% |
| All | +64.6% | +37.9% | +26.7% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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