+159.6%
OVV vs SBAC
+7,138.8%
-6,979.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.3% | +1.7% |
| 7D | -7.3% | +3.6% | -10.9% | -7.9% |
| 30D | -3.6% | +4.9% | -8.5% | -4.4% |
| 3M | -2.6% | +6.5% | -9.1% | -3.9% |
| 6M | +7.6% | -11.1% | +18.7% | +9.3% |
| YTD | +59.6% | +0.9% | +58.7% | +57.5% |
| 1Y | +62.2% | -1.6% | +63.8% | +60.8% |
| 3Y | +49.6% | -7.0% | +56.6% | +47.6% |
| 5Y | +98.9% | -39.2% | +138.2% | +109.8% |
| 10Y | +45.1% | +111.4% | -66.2% | +26.0% |
| All | +159.6% | +7,138.8% | -6,979.2% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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