+67.0%
OVV vs SARO
-10.5%
+77.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | +8.0% | +0.4% | +7.7% | +8.0% |
| 30D | -2.0% | +40.3% | -42.4% | -6.3% |
| 3M | +5.4% | +2.2% | +3.2% | +5.5% |
| 6M | +14.3% | +3.7% | +10.6% | +12.4% |
| YTD | +69.4% | -3.3% | +72.7% | +68.6% |
| 1Y | +72.4% | +8.4% | +64.0% | +62.5% |
| All | +67.0% | -10.5% | +77.6% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 3y: compounded portfolio wealth divided by compounded SARO 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…
3y analysis · Full analysis span regression · 6 months rolling