+58.4%
OVV vs QS
-32.2%
+90.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +5.9% | +1.0% |
| 7D | +8.0% | -14.0% | +22.1% | +8.7% |
| 30D | -2.0% | -6.4% | +4.3% | -2.0% |
| 3M | +5.4% | -40.3% | +45.7% | +7.8% |
| 6M | +14.3% | -57.5% | +71.8% | +18.7% |
| YTD | +69.4% | -64.7% | +134.1% | +77.6% |
| 1Y | +72.4% | -72.9% | +145.3% | +83.9% |
| 3Y | +58.4% | -33.5% | +91.8% | +43.3% |
| All | +58.4% | -32.2% | +90.6% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling