+106.0%
OVV vs SITM
+73.6%
+32.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.3% | +1.6% |
| 7D | +8.0% | +6.6% | +1.4% | +6.9% |
| 30D | -2.0% | -15.3% | +13.3% | -0.3% |
| 3M | +5.4% | -35.4% | +40.8% | +10.8% |
| 6M | +14.3% | -46.8% | +61.1% | +21.7% |
| YTD | +69.4% | +25.9% | +43.6% | +49.0% |
| 1Y | +72.4% | +54.0% | +18.4% | +44.7% |
| 3Y | +58.4% | +315.6% | -257.2% | -2.5% |
| All | +106.0% | +73.6% | +32.4% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling