+42.5%
OVV vs SAN
+267.2%
-224.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.2% | -3.7% |
| 7D | -10.7% | +8.7% | -19.5% | -15.6% |
| 30D | -5.3% | -6.5% | +1.2% | -2.5% |
| 3M | +2.4% | -14.2% | +16.6% | +10.3% |
| 6M | +5.7% | +2.7% | +2.9% | -0.3% |
| YTD | +56.8% | +8.9% | +47.9% | +36.3% |
| 1Y | +59.3% | +23.4% | +35.9% | +26.3% |
| 3Y | +49.0% | +257.9% | -209.0% | -47.9% |
| 5Y | +88.1% | +297.8% | -209.6% | -44.4% |
| 10Y | +42.5% | +259.6% | -217.0% | -48.5% |
| All | +42.5% | +267.2% | -224.7% | -48.5% |
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