+48.2%
OVV vs PR
+73.2%
-24.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -0.3% |
| 7D | +0.3% | +2.9% | -2.6% | -2.3% |
| 30D | +11.7% | +18.0% | -6.3% | -4.0% |
| 3M | +9.8% | +16.9% | -7.1% | -4.9% |
| 6M | +26.6% | +28.2% | -1.6% | +0.9% |
| YTD | +67.0% | +69.3% | -2.3% | +3.8% |
| 1Y | +55.9% | +69.5% | -13.6% | -3.2% |
| All | +48.2% | +73.2% | -24.9% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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