+163.5%
OVV vs EQX
+238.5%
-75.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -3.7% | +3.8% | -7.5% | -4.3% |
| 30D | +8.0% | +9.4% | -1.4% | +6.2% |
| 3M | +11.3% | +16.8% | -5.6% | +7.4% |
| 6M | +24.0% | -23.7% | +47.7% | +27.1% |
| YTD | +65.3% | -9.6% | +74.9% | +62.6% |
| 1Y | +60.2% | +29.1% | +31.0% | +45.5% |
| 3Y | +46.9% | +175.3% | -128.4% | +7.1% |
| 5Y | +158.7% | +77.3% | +81.5% | +96.8% |
| All | +163.5% | +238.5% | -75.0% | +140.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling