+158.7%
OVV vs QSR
+46.1%
+112.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.4% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | +8.0% | +5.9% | +2.1% | +6.1% |
| 3M | +11.3% | +10.5% | +0.8% | +7.5% |
| 6M | +24.0% | +7.7% | +16.3% | +20.2% |
| YTD | +65.3% | +16.8% | +48.5% | +55.6% |
| 1Y | +60.2% | +30.9% | +29.3% | +44.0% |
| 3Y | +46.9% | +28.2% | +18.8% | +30.3% |
| 5Y | +158.7% | +45.0% | +113.7% | +116.1% |
| All | +158.7% | +46.1% | +112.7% | +116.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling