+106.0%
OVV vs SCHG
+69.4%
+36.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.2% |
| 7D | +8.0% | +2.7% | +5.3% | +6.2% |
| 30D | -2.0% | -5.2% | +3.1% | +0.9% |
| 3M | +5.4% | -5.2% | +10.6% | +8.3% |
| 6M | +14.3% | -0.6% | +14.9% | +13.2% |
| YTD | +69.4% | +4.7% | +64.7% | +60.7% |
| 1Y | +72.4% | +6.0% | +66.3% | +61.7% |
| 3Y | +58.4% | +78.9% | -20.5% | +0.2% |
| All | +106.0% | +69.4% | +36.6% | +40.1% |
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 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