+155.0%
OVV vs SAN
+432.0%
-276.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.5% |
| 7D | -16.7% | +4.9% | -21.6% | -19.0% |
| 30D | -1.5% | -13.0% | +11.5% | +4.6% |
| 3M | +1.6% | -18.9% | +20.4% | +11.0% |
| 6M | +2.0% | -4.1% | +6.2% | +1.2% |
| YTD | +56.8% | +2.6% | +54.2% | +45.6% |
| 1Y | +64.8% | +16.9% | +47.9% | +42.5% |
| 3Y | +38.3% | +239.1% | -200.8% | -33.3% |
| 5Y | +84.9% | +266.8% | -182.0% | -18.4% |
| 10Y | +54.5% | +246.0% | -191.5% | -22.0% |
| All | +155.0% | +432.0% | -276.9% | +3.8% |
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