+158.7%
OVV vs SITM
+168.3%
-9.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.7% |
| 7D | -3.7% | +8.4% | -12.1% | -5.0% |
| 30D | +8.0% | -17.4% | +25.4% | +10.8% |
| 3M | +11.3% | -9.8% | +21.1% | +10.8% |
| 6M | +24.0% | +83.0% | -59.0% | +5.7% |
| YTD | +65.3% | +69.6% | -4.3% | +41.3% |
| 1Y | +60.2% | +144.9% | -84.7% | +24.7% |
| 3Y | +46.9% | +429.9% | -382.9% | -10.7% |
| 5Y | +158.7% | +169.2% | -10.4% | +65.4% |
| All | +158.7% | +168.3% | -9.5% | +65.4% |
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