+56.0%
OVV vs SM
+18.0%
+38.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +8.0% | +9.4% | -1.3% | +2.4% |
| 30D | -2.0% | -14.4% | +12.3% | +6.5% |
| 3M | +5.4% | +1.6% | +3.9% | +3.1% |
| 6M | +14.3% | +6.3% | +7.9% | +7.5% |
| YTD | +69.4% | +78.8% | -9.4% | +15.7% |
| 1Y | +72.4% | +83.1% | -10.8% | +16.1% |
| 3Y | +58.4% | -5.9% | +64.3% | +52.5% |
| 5Y | +106.1% | +4.8% | +101.3% | +87.6% |
| All | +56.0% | +18.0% | +38.0% | -14.7% |
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