-6.0%
OVV vs SIMO
+1,993.5%
-1,999.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -14.4% | +11.5% | -0.2% |
| 7D | -14.9% | -31.4% | +16.5% | -9.0% |
| 30D | -0.9% | -45.2% | +44.2% | +9.6% |
| 3M | +5.6% | -36.5% | +42.1% | +11.7% |
| 6M | -2.5% | -34.2% | +31.7% | -0.1% |
| YTD | +57.8% | +69.9% | -12.1% | +28.6% |
| 1Y | +70.1% | +60.4% | +9.7% | +40.0% |
| 3Y | +35.1% | +203.1% | -168.0% | -5.1% |
| 5Y | +86.1% | +145.4% | -59.4% | +31.8% |
| 10Y | +55.5% | +368.9% | -313.4% | -5.1% |
| All | -6.0% | +1,993.5% | -1,999.5% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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