+55.4%
OVV vs SCHG
+454.2%
-398.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.2% |
| 7D | -2.9% | -2.7% | -0.2% | -0.2% |
| 30D | +0.9% | -2.2% | +3.1% | +2.9% |
| 3M | +11.0% | +6.2% | +4.9% | +3.5% |
| 6M | +22.3% | +13.4% | +8.9% | +5.0% |
| YTD | +65.1% | +7.1% | +58.0% | +49.7% |
| 1Y | +53.1% | +12.5% | +40.6% | +30.8% |
| 3Y | +46.7% | +86.2% | -39.5% | -29.2% |
| 5Y | +155.5% | +83.9% | +71.6% | +20.7% |
| All | +55.4% | +454.2% | -398.8% | -80.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling