+157.0%
OVV vs SCHG
+81.9%
+75.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.8% |
| 7D | -3.8% | -0.9% | -2.9% | -3.3% |
| 30D | +1.3% | -2.3% | +3.6% | +2.6% |
| 3M | +14.3% | +4.5% | +9.8% | +10.4% |
| 6M | +21.1% | +13.6% | +7.6% | +9.7% |
| YTD | +66.0% | +7.6% | +58.5% | +55.9% |
| 1Y | +59.3% | +13.0% | +46.2% | +43.5% |
| 3Y | +47.6% | +87.0% | -39.4% | -8.3% |
| All | +157.0% | +81.9% | +75.0% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling