+104.5%
OVV vs SHAK
-13.2%
+117.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.1% | +5.4% | +2.7% |
| 7D | +6.5% | +4.1% | +2.4% | +5.8% |
| 30D | -2.7% | +2.3% | -4.9% | -3.3% |
| 3M | +3.1% | -0.2% | +3.4% | +2.6% |
| 6M | +12.8% | +10.1% | +2.7% | +9.4% |
| YTD | +68.1% | -10.5% | +78.6% | +65.0% |
| 1Y | +73.6% | -22.4% | +96.0% | +75.7% |
| 3Y | +57.6% | +32.1% | +25.5% | +34.1% |
| 5Y | +104.5% | -14.0% | +118.5% | +94.6% |
| All | +104.5% | -13.2% | +117.7% | +94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling