+184.8%
OVV vs OSCR
-8.3%
+193.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.2% |
| 7D | -3.7% | +10.7% | -14.4% | -4.5% |
| 30D | +8.0% | +18.3% | -10.3% | +6.5% |
| 3M | +11.3% | +20.5% | -9.2% | +9.2% |
| 6M | +24.0% | +138.5% | -114.5% | +14.3% |
| YTD | +65.3% | +129.7% | -64.4% | +52.3% |
| 1Y | +60.2% | +62.8% | -2.6% | +51.0% |
| 3Y | +46.9% | +411.8% | -364.8% | +14.3% |
| 5Y | +158.7% | +99.9% | +58.8% | +98.8% |
| All | +184.8% | -8.3% | +193.1% | +126.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling