+33.3%
OVV vs QSR
+218.5%
-185.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +0.3% | +2.4% | -2.2% | -1.0% |
| 30D | +11.7% | +7.6% | +4.1% | +7.2% |
| 3M | +9.8% | +12.6% | -2.8% | +2.2% |
| 6M | +26.6% | +14.4% | +12.2% | +15.9% |
| YTD | +67.0% | +19.6% | +47.4% | +49.0% |
| 1Y | +55.9% | +33.9% | +22.0% | +29.9% |
| 3Y | +45.5% | +27.1% | +18.4% | +21.2% |
| 5Y | +157.3% | +48.5% | +108.8% | +91.2% |
| 10Y | +65.0% | +126.2% | -61.2% | -1.0% |
| All | +33.3% | +218.5% | -185.2% | -34.1% |
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 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