+504.1%
OVV vs QS
-43.2%
+547.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.1% |
| 7D | -3.7% | +2.2% | -5.9% | -3.9% |
| 30D | +8.0% | -8.1% | +16.0% | +8.5% |
| 3M | +11.3% | -27.0% | +38.3% | +13.0% |
| 6M | +24.0% | -16.4% | +40.4% | +24.1% |
| YTD | +65.3% | -46.4% | +111.7% | +70.4% |
| 1Y | +60.2% | -41.1% | +101.3% | +62.1% |
| 3Y | +46.9% | -18.6% | +65.6% | +38.0% |
| 5Y | +158.7% | -73.0% | +231.8% | +149.2% |
| All | +504.1% | -43.2% | +547.4% | +440.9% |
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