+56.0%
OVV vs QSR
+137.6%
-81.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +8.0% | -2.9% | +11.0% | +9.7% |
| 30D | -2.0% | +4.1% | -6.2% | -4.7% |
| 3M | +5.4% | -0.7% | +6.1% | +4.8% |
| 6M | +14.3% | +0.4% | +13.8% | +11.8% |
| YTD | +69.4% | +13.5% | +55.9% | +53.4% |
| 1Y | +72.4% | +11.0% | +61.4% | +57.8% |
| 3Y | +58.4% | +22.0% | +36.4% | +32.8% |
| 5Y | +106.1% | +57.1% | +49.0% | +42.7% |
| All | +56.0% | +137.6% | -81.6% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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