+106.0%
OVV vs SAN
+294.0%
-188.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | +8.0% | +4.0% | +4.0% | +6.8% |
| 30D | -2.0% | -7.8% | +5.8% | -0.2% |
| 3M | +5.4% | -16.4% | +21.8% | +10.1% |
| 6M | +14.3% | +3.5% | +10.7% | +10.9% |
| YTD | +69.4% | +6.7% | +62.7% | +59.2% |
| 1Y | +72.4% | +14.5% | +57.9% | +57.1% |
| 3Y | +58.4% | +243.5% | -185.1% | -10.0% |
| All | +106.0% | +294.0% | -188.0% | +7.3% |
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