+54.7%
OVV vs SCHG
+459.0%
-404.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -1.3% |
| 7D | -1.7% | -1.0% | -0.6% | -0.7% |
| 30D | +0.8% | -1.3% | +2.0% | +1.8% |
| 3M | +13.3% | +5.4% | +7.8% | +6.3% |
| 6M | +16.9% | +14.4% | +2.5% | -0.5% |
| YTD | +64.3% | +8.0% | +56.2% | +47.7% |
| 1Y | +54.2% | +12.7% | +41.5% | +31.6% |
| 3Y | +51.3% | +85.6% | -34.3% | -26.6% |
| 5Y | +154.3% | +85.5% | +68.7% | +19.1% |
| All | +54.7% | +459.0% | -404.3% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded SCHG 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling