+83.5%
OVV vs RMBS
+208.7%
-125.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.0% | -7.6% | -1.7% |
| 7D | -16.7% | -12.0% | -4.7% | -15.2% |
| 30D | -1.5% | -33.1% | +31.6% | +4.0% |
| 3M | +1.6% | -23.7% | +25.3% | +4.4% |
| 6M | +2.0% | -42.7% | +44.7% | +8.1% |
| YTD | +56.8% | -18.9% | +75.7% | +47.5% |
| 1Y | +64.8% | -30.0% | +94.9% | +59.7% |
| 3Y | +38.3% | +28.8% | +9.5% | +3.5% |
| All | +83.5% | +208.7% | -125.2% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling