+50.8%
OVV vs RMBS
+543.2%
-492.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.5% |
| 7D | -3.7% | +3.0% | -6.7% | -4.5% |
| 30D | +8.0% | -14.4% | +22.4% | +12.4% |
| 3M | +11.3% | -42.8% | +54.1% | +27.9% |
| 6M | +24.0% | -1.4% | +25.4% | +11.8% |
| YTD | +65.3% | -5.4% | +70.8% | +47.0% |
| 1Y | +60.2% | +18.6% | +41.6% | +24.7% |
| 3Y | +46.9% | +57.3% | -10.3% | -12.6% |
| 5Y | +158.7% | +265.7% | -107.0% | -16.0% |
| 10Y | +50.8% | +546.0% | -495.2% | -59.2% |
| All | +50.8% | +543.2% | -492.3% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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