+106.0%
OVV vs OSCR
+154.5%
-48.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.0% |
| 7D | +8.0% | +1.3% | +6.7% | +7.9% |
| 30D | -2.0% | -9.5% | +7.5% | -1.5% |
| 3M | +5.4% | +0.9% | +4.5% | +4.9% |
| 6M | +14.3% | +31.5% | -17.2% | +10.5% |
| YTD | +69.4% | +116.1% | -46.6% | +55.7% |
| 1Y | +72.4% | +122.6% | -50.2% | +57.3% |
| 3Y | +58.4% | +356.6% | -298.2% | +21.6% |
| All | +106.0% | +154.5% | -48.5% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 5y: compounded portfolio wealth divided by compounded OSCR 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…
5y analysis · Full analysis span regression · 6 months rolling