+58.4%
OVV vs SAN
+347.3%
-288.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.3% |
| 7D | +0.3% | +1.8% | -1.5% | -0.9% |
| 30D | +11.7% | +2.0% | +9.8% | +10.2% |
| 3M | +9.8% | +19.7% | -9.9% | -3.4% |
| 6M | +26.6% | +30.6% | -4.1% | +1.9% |
| YTD | +67.0% | +28.8% | +38.2% | +33.3% |
| 1Y | +55.9% | +57.8% | -1.8% | +7.4% |
| 3Y | +45.5% | +338.1% | -292.6% | -54.6% |
| 5Y | +157.3% | +384.2% | -226.9% | -31.7% |
| All | +58.4% | +347.3% | -288.9% | -50.0% |
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