+171.6%
OVV vs SAN
+568.2%
-396.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | +0.3% | +1.8% | -1.5% | -0.7% |
| 30D | +11.7% | +2.0% | +9.8% | +10.5% |
| 3M | +9.8% | +19.7% | -9.9% | -0.8% |
| 6M | +26.6% | +30.6% | -4.1% | +6.8% |
| YTD | +67.0% | +28.8% | +38.2% | +40.3% |
| 1Y | +55.9% | +57.8% | -1.8% | +17.4% |
| 3Y | +45.5% | +338.1% | -292.6% | -37.7% |
| 5Y | +157.3% | +384.2% | -226.9% | +0.2% |
| 10Y | +65.0% | +353.1% | -288.1% | -26.1% |
| All | +171.6% | +568.2% | -396.6% | 0.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling