+171.6%
OVV vs RMBS
+1,120.9%
-949.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.1% | -2.0% |
| 7D | +0.3% | -0.3% | +0.6% | +0.3% |
| 30D | +11.7% | -12.2% | +23.9% | +13.8% |
| 3M | +9.8% | -49.5% | +59.3% | +21.0% |
| 6M | +26.6% | -7.1% | +33.7% | +22.7% |
| YTD | +67.0% | -7.0% | +74.0% | +60.1% |
| 1Y | +55.9% | +13.3% | +42.6% | +42.2% |
| 3Y | +45.5% | +49.2% | -3.7% | +21.3% |
| 5Y | +157.3% | +250.0% | -92.6% | +82.8% |
| 10Y | +65.0% | +495.1% | -430.1% | +10.1% |
| All | +171.6% | +1,120.9% | -949.2% | +36.2% |
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 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