+72.0%
OVV vs SAN
+23.5%
+48.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +6.4% | -12.1% | -3.8% |
| 7D | -12.1% | +4.5% | -16.6% | -10.8% |
| 30D | +2.9% | -12.1% | +15.0% | +0.1% |
| 3M | +3.7% | -15.6% | +19.2% | +0.1% |
| 6M | +0.6% | +5.8% | -5.2% | +3.5% |
| YTD | +62.5% | +5.5% | +57.0% | +65.3% |
| 1Y | +72.0% | +23.6% | +48.4% | +78.9% |
| All | +72.0% | +23.5% | +48.6% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling