+37.0%
OVV vs SHAK
+47.7%
-10.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.8% |
| 7D | +0.3% | -0.7% | +1.0% | +0.4% |
| 30D | +11.7% | -6.6% | +18.4% | +13.6% |
| 3M | +9.8% | +30.1% | -20.3% | +0.1% |
| 6M | +26.6% | -28.7% | +55.3% | +33.3% |
| YTD | +67.0% | -14.5% | +81.5% | +65.0% |
| 1Y | +55.9% | -31.9% | +87.8% | +63.7% |
| 3Y | +45.5% | -1.0% | +46.5% | +26.2% |
| 5Y | +157.3% | -18.7% | +176.0% | +121.1% |
| 10Y | +65.0% | +98.1% | -33.1% | +2.6% |
| All | +37.0% | +47.7% | -10.7% | -7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling