+42.5%
OVV vs SM
+4.9%
+37.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +1.6% |
| 7D | -10.7% | -22.3% | +11.5% | +2.7% |
| 30D | -5.3% | -21.4% | +16.1% | +8.3% |
| 3M | +2.4% | +1.4% | +1.0% | +0.3% |
| 6M | +5.7% | +0.1% | +5.5% | +3.0% |
| YTD | +56.8% | +59.0% | -2.2% | +14.8% |
| 1Y | +59.3% | +64.3% | -5.1% | +14.2% |
| 3Y | +49.0% | -13.1% | +62.1% | +50.5% |
| 5Y | +88.1% | -13.9% | +102.0% | +91.5% |
| 10Y | +42.5% | +1.7% | +40.9% | -15.9% |
| All | +42.5% | +4.9% | +37.6% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling