+53.0%
OVV vs SCHG
+85.5%
-32.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.8% |
| 7D | -3.8% | -0.9% | -2.9% | -3.4% |
| 30D | +1.3% | -2.3% | +3.6% | +2.4% |
| 3M | +14.3% | +4.5% | +9.8% | +11.1% |
| 6M | +21.1% | +13.6% | +7.6% | +11.4% |
| YTD | +66.0% | +7.6% | +58.5% | +58.1% |
| 1Y | +59.3% | +13.0% | +46.2% | +45.4% |
| All | +53.0% | +85.5% | -32.5% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling