+46.9%
OVV vs QSR
+28.6%
+18.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.6% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | +8.0% | +5.9% | +2.1% | +6.8% |
| 3M | +11.3% | +10.5% | +0.8% | +8.7% |
| 6M | +24.0% | +7.7% | +16.3% | +21.4% |
| YTD | +65.3% | +16.8% | +48.5% | +58.2% |
| 1Y | +60.2% | +30.9% | +29.3% | +47.9% |
| 3Y | +46.9% | +28.2% | +18.8% | +37.3% |
| All | +46.9% | +28.6% | +18.3% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling