+154.9%
OVV vs RMBS
+1,053.4%
-898.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.3% | -8.4% | -1.4% |
| 7D | -10.7% | -3.9% | -6.8% | -10.5% |
| 30D | -5.3% | -24.9% | +19.6% | -1.5% |
| 3M | +2.4% | -20.5% | +22.9% | +4.8% |
| 6M | +5.7% | -37.5% | +43.2% | +10.5% |
| YTD | +56.8% | -12.1% | +68.9% | +49.9% |
| 1Y | +59.3% | -25.0% | +84.3% | +55.9% |
| 3Y | +49.0% | +36.1% | +12.9% | +25.2% |
| 5Y | +88.1% | +236.1% | -148.0% | +33.0% |
| 10Y | +42.5% | +541.3% | -498.8% | -6.5% |
| All | +154.9% | +1,053.4% | -898.5% | +27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling