+56.0%
OVV vs SAN
+270.1%
-214.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.4% |
| 7D | +8.0% | +4.0% | +4.0% | +5.3% |
| 30D | -2.0% | -7.8% | +5.8% | +1.6% |
| 3M | +5.4% | -16.4% | +21.8% | +15.2% |
| 6M | +14.3% | +3.5% | +10.7% | +7.2% |
| YTD | +69.4% | +6.7% | +62.7% | +48.9% |
| 1Y | +72.4% | +14.5% | +57.9% | +43.8% |
| 3Y | +58.4% | +243.5% | -185.1% | -43.1% |
| 5Y | +106.1% | +296.2% | -190.1% | -39.3% |
| All | +56.0% | +270.1% | -214.1% | -41.7% |
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