+27.4%
OVV vs QSR
+211.2%
-183.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | -7.3% | +4.5% | -11.7% | -9.5% |
| 30D | -3.6% | +9.4% | -13.0% | -8.4% |
| 3M | -2.6% | +7.5% | -10.1% | -7.1% |
| 6M | +7.6% | -0.8% | +8.4% | +6.2% |
| YTD | +59.6% | +16.9% | +42.7% | +43.1% |
| 1Y | +62.2% | +16.3% | +45.9% | +45.5% |
| 3Y | +49.6% | +25.3% | +24.3% | +25.0% |
| 5Y | +98.9% | +60.4% | +38.6% | +39.9% |
| 10Y | +45.1% | +139.2% | -94.1% | -15.3% |
| All | +27.4% | +211.2% | -183.8% | -36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling