+106.0%
OVV vs SM
+5.5%
+100.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +8.0% | +9.4% | -1.3% | +1.2% |
| 30D | -2.0% | -14.4% | +12.3% | +8.1% |
| 3M | +5.4% | +1.6% | +3.9% | +2.2% |
| 6M | +14.3% | +6.3% | +7.9% | +5.2% |
| YTD | +69.4% | +78.8% | -9.4% | +3.7% |
| 1Y | +72.4% | +83.1% | -10.8% | +3.5% |
| 3Y | +58.4% | -5.9% | +64.3% | +45.6% |
| All | +106.0% | +5.5% | +100.5% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling