+72.0%
OVV vs SITM
+47.5%
+24.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -9.4% | +3.7% | -5.7% |
| 7D | -12.1% | -19.5% | +7.4% | -12.4% |
| 30D | +2.9% | -43.2% | +46.1% | +2.0% |
| 3M | +3.7% | -30.8% | +34.5% | +2.9% |
| 6M | +0.6% | -28.6% | +29.2% | +0.4% |
| YTD | +62.5% | +14.2% | +48.3% | +62.4% |
| 1Y | +72.0% | +44.4% | +27.6% | +68.5% |
| All | +72.0% | +47.5% | +24.5% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling