+58.4%
OVV vs RMBS
+32.1%
+26.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.1% |
| 7D | +8.0% | +10.3% | -2.3% | +7.0% |
| 30D | -2.0% | -10.7% | +8.7% | -1.3% |
| 3M | +5.4% | -17.2% | +22.6% | +6.6% |
| 6M | +14.3% | -39.0% | +53.3% | +18.4% |
| YTD | +69.4% | -10.5% | +79.9% | +58.9% |
| 1Y | +72.4% | -11.0% | +83.3% | +61.2% |
| 3Y | +58.4% | +31.3% | +27.0% | +23.4% |
| All | +58.4% | +32.1% | +26.3% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling