+155.0%
OVV vs RMBS
+964.7%
-809.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.0% | -7.6% | -1.8% |
| 7D | -16.7% | -12.0% | -4.7% | -15.1% |
| 30D | -1.5% | -33.1% | +31.6% | +4.4% |
| 3M | +1.6% | -23.7% | +25.3% | +4.7% |
| 6M | +2.0% | -42.7% | +44.7% | +8.3% |
| YTD | +56.8% | -18.9% | +75.7% | +52.0% |
| 1Y | +64.8% | -30.0% | +94.9% | +63.2% |
| 3Y | +38.3% | +28.8% | +9.5% | +17.3% |
| 5Y | +84.9% | +210.5% | -125.7% | +32.4% |
| 10Y | +54.5% | +524.7% | -470.2% | +2.1% |
| All | +155.0% | +964.7% | -809.7% | +29.3% |
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