+54.9%
OVV vs SM
+10.6%
+44.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.6% | -2.5% | -0.2% |
| 7D | +1.2% | +0.3% | +0.9% | +0.9% |
| 30D | -2.5% | -17.3% | +14.8% | +8.2% |
| 3M | +0.5% | -3.6% | +4.1% | +1.4% |
| 6M | +8.5% | +2.9% | +5.6% | +4.0% |
| YTD | +64.5% | +70.2% | -5.8% | +15.7% |
| 1Y | +64.7% | +66.5% | -1.8% | +17.3% |
| 3Y | +54.1% | -8.2% | +62.3% | +50.7% |
| 5Y | +95.4% | -1.5% | +96.9% | +84.4% |
| 10Y | +54.9% | +11.9% | +43.0% | -13.4% |
| All | +54.9% | +10.6% | +44.4% | -13.4% |
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