+514.4%
OVV vs QS
-60.6%
+575.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.8% | +10.1% | +2.7% |
| 7D | +6.5% | -5.6% | +12.1% | +6.8% |
| 30D | -2.7% | -5.8% | +3.2% | -2.5% |
| 3M | +3.1% | -39.2% | +42.3% | +6.1% |
| 6M | +12.8% | -53.9% | +66.7% | +17.4% |
| YTD | +68.1% | -62.8% | +130.9% | +76.8% |
| 1Y | +73.6% | -73.5% | +147.1% | +86.8% |
| 3Y | +57.6% | -29.1% | +86.7% | +48.9% |
| 5Y | +104.5% | -90.0% | +194.5% | +104.5% |
| All | +514.4% | -60.6% | +575.0% | +461.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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