+37.9%
OVV vs SHAK
+54.6%
-16.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.1% | +5.4% | +3.1% |
| 7D | +6.5% | +4.1% | +2.4% | +5.2% |
| 30D | -2.7% | +2.3% | -4.9% | -3.8% |
| 3M | +3.1% | -0.2% | +3.4% | +2.1% |
| 6M | +12.8% | +10.1% | +2.7% | +6.6% |
| YTD | +68.1% | -10.5% | +78.6% | +62.4% |
| 1Y | +73.6% | -22.4% | +96.0% | +74.6% |
| 3Y | +57.6% | +32.1% | +25.5% | +23.8% |
| 5Y | +104.5% | -14.0% | +118.5% | +73.5% |
| 10Y | +58.4% | +92.7% | -34.3% | -2.1% |
| All | +37.9% | +54.6% | -16.7% | -8.5% |
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