+54.9%
OVV vs SAN
+275.0%
-220.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.7% | +3.4% |
| 7D | +1.2% | +3.4% | -2.2% | -0.9% |
| 30D | -2.5% | -6.3% | +3.7% | +0.2% |
| 3M | +0.5% | -14.1% | +14.6% | +8.2% |
| 6M | +8.5% | +4.2% | +4.3% | +1.5% |
| YTD | +64.5% | +9.0% | +55.4% | +42.8% |
| 1Y | +64.7% | +18.8% | +45.9% | +34.2% |
| 3Y | +54.1% | +252.0% | -197.9% | -45.4% |
| 5Y | +95.4% | +299.5% | -204.0% | -42.5% |
| 10Y | +54.9% | +276.7% | -221.7% | -42.8% |
| All | +54.9% | +275.0% | -220.1% | -42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling