+55.4%
OVV vs SHAK
+81.5%
-26.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.1% |
| 7D | -2.9% | -11.0% | +8.1% | +0.5% |
| 30D | +0.9% | -14.0% | +14.9% | +5.3% |
| 3M | +11.0% | +13.3% | -2.2% | +4.7% |
| 6M | +22.3% | -35.3% | +57.6% | +32.9% |
| YTD | +65.1% | -24.0% | +89.1% | +68.4% |
| 1Y | +53.1% | -36.7% | +89.8% | +64.3% |
| 3Y | +46.7% | -5.4% | +52.1% | +25.2% |
| 5Y | +155.5% | -24.9% | +180.4% | +118.0% |
| All | +55.4% | +81.5% | -26.0% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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