+155.0%
OVV vs SM
+231.2%
-76.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.2% |
| 7D | -16.7% | -25.9% | +9.2% | -1.7% |
| 30D | -1.5% | -15.1% | +13.6% | +7.5% |
| 3M | +1.6% | +4.9% | -3.3% | -2.3% |
| 6M | +2.0% | +6.1% | -4.1% | -3.7% |
| YTD | +56.8% | +63.4% | -6.6% | +14.1% |
| 1Y | +64.8% | +72.5% | -7.6% | +16.2% |
| 3Y | +38.3% | -16.9% | +55.2% | +43.7% |
| 5Y | +84.9% | -10.6% | +95.5% | +85.2% |
| 10Y | +54.5% | +11.3% | +43.2% | -8.1% |
| All | +155.0% | +231.2% | -76.1% | -43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling