+161.8%
OVV vs EQX
+232.0%
-70.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.7% |
| 7D | -1.7% | -3.2% | +1.5% | -1.2% |
| 30D | +0.8% | +7.8% | -7.0% | -0.7% |
| 3M | +13.3% | +21.3% | -8.1% | +8.7% |
| 6M | +16.9% | -22.4% | +39.3% | +19.4% |
| YTD | +64.3% | -11.3% | +75.6% | +62.0% |
| 1Y | +54.2% | +13.5% | +40.7% | +43.6% |
| 3Y | +51.3% | +162.1% | -110.8% | +11.5% |
| 5Y | +154.3% | +84.2% | +70.1% | +91.4% |
| All | +161.8% | +232.0% | -70.2% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 10y: compounded portfolio wealth divided by compounded EQX 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…
10y analysis · Full analysis span regression · 6 months rolling