+175.6%
OVV vs SCCO
+25,407.0%
-25,231.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.2% | +2.0% |
| 7D | +8.0% | -1.9% | +10.0% | +8.8% |
| 30D | -2.0% | -17.4% | +15.4% | +6.7% |
| 3M | +5.4% | -11.7% | +17.1% | +9.5% |
| 6M | +14.3% | -12.1% | +26.4% | +15.2% |
| YTD | +69.4% | +20.9% | +48.6% | +36.3% |
| 1Y | +72.4% | +31.3% | +41.0% | +32.2% |
| 3Y | +58.4% | +170.3% | -111.9% | -23.1% |
| 5Y | +106.1% | +240.8% | -134.7% | -12.5% |
| 10Y | +59.6% | +683.6% | -624.0% | -51.4% |
| All | +175.6% | +25,407.0% | -25,231.4% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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