+48.2%
OVV vs RY
+360.6%
-312.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | +1.0% |
| 7D | -16.7% | -0.9% | -15.8% | -16.1% |
| 30D | -1.5% | +5.9% | -7.4% | -9.1% |
| 3M | +1.6% | -4.3% | +5.8% | +5.8% |
| 6M | +2.0% | +12.1% | -10.1% | -15.3% |
| YTD | +56.8% | +20.3% | +36.5% | +15.7% |
| 1Y | +64.8% | +41.0% | +23.8% | -3.3% |
| 3Y | +38.3% | +157.5% | -119.3% | -68.2% |
| 5Y | +84.9% | +123.2% | -38.3% | -47.1% |
| All | +48.2% | +360.6% | -312.4% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling