+104.5%
OVV vs SAN
+294.7%
-190.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.8% | +5.0% | +3.0% |
| 7D | +6.5% | +1.0% | +5.5% | +6.2% |
| 30D | -2.7% | -9.4% | +6.7% | -0.4% |
| 3M | +3.1% | -17.1% | +20.3% | +8.0% |
| 6M | +12.8% | +2.2% | +10.6% | +9.9% |
| YTD | +68.1% | +6.0% | +62.1% | +58.3% |
| 1Y | +73.6% | +12.7% | +60.9% | +59.1% |
| 3Y | +57.6% | +242.1% | -184.6% | -10.4% |
| 5Y | +104.5% | +293.6% | -189.1% | +10.3% |
| All | +104.5% | +294.7% | -190.2% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling