-42.3%
OVV vs SCHG
+1,094.5%
-1,136.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.6% |
| 7D | +8.0% | +2.7% | +5.3% | +5.0% |
| 30D | -2.0% | -5.2% | +3.1% | +2.7% |
| 3M | +5.4% | -5.2% | +10.6% | +10.0% |
| 6M | +14.3% | -0.6% | +14.9% | +12.1% |
| YTD | +69.4% | +4.7% | +64.7% | +54.5% |
| 1Y | +72.4% | +6.0% | +66.3% | +54.5% |
| 3Y | +58.4% | +78.9% | -20.5% | -22.9% |
| 5Y | +106.1% | +69.9% | +36.2% | +2.5% |
| 10Y | +59.6% | +433.0% | -373.4% | -77.6% |
| All | -42.3% | +1,094.5% | -1,136.9% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling