+132.8%
OVV vs S
-56.8%
+189.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | +0.3% | -7.7% | +8.0% | +1.1% |
| 30D | +11.7% | -5.3% | +17.1% | +12.2% |
| 3M | +9.8% | +20.3% | -10.5% | +6.9% |
| 6M | +26.6% | +47.4% | -20.8% | +19.7% |
| YTD | +67.0% | +32.5% | +34.5% | +59.6% |
| 1Y | +55.9% | +9.5% | +46.4% | +52.0% |
| 3Y | +45.5% | +15.5% | +30.0% | +37.0% |
| 5Y | +157.3% | -71.2% | +228.6% | +150.2% |
| All | +132.8% | -56.8% | +189.6% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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