+510.3%
OVV vs QS
-44.4%
+554.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | +0.3% | -2.3% | +2.6% | +0.4% |
| 30D | +11.7% | -0.7% | +12.5% | +11.7% |
| 3M | +9.8% | -39.6% | +49.4% | +12.9% |
| 6M | +26.6% | -21.7% | +48.3% | +27.3% |
| YTD | +67.0% | -47.4% | +114.4% | +72.4% |
| 1Y | +55.9% | -28.4% | +84.3% | +55.3% |
| 3Y | +45.5% | -22.6% | +68.1% | +37.1% |
| 5Y | +157.3% | -75.6% | +232.9% | +148.7% |
| All | +510.3% | -44.4% | +554.7% | +447.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling