+158.3%
OVV vs SM
+107.8%
+50.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | 0.0% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +11.7% | +26.3% | -14.6% | -5.6% |
| 3M | +9.8% | +8.7% | +1.1% | +2.0% |
| 6M | +26.6% | +51.7% | -25.1% | -9.2% |
| YTD | +67.0% | +99.0% | -32.0% | -2.5% |
| 1Y | +55.9% | +34.6% | +21.3% | +19.6% |
| 3Y | +45.5% | -7.8% | +53.3% | +39.3% |
| All | +158.3% | +107.8% | +50.5% | +49.0% |
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