+171.6%
OVV vs SM
+303.3%
-131.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -0.3% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +11.7% | +26.3% | -14.6% | -2.5% |
| 3M | +9.8% | +8.7% | +1.1% | +3.6% |
| 6M | +26.6% | +51.7% | -25.1% | -2.5% |
| YTD | +67.0% | +99.0% | -32.0% | +9.6% |
| 1Y | +55.9% | +34.6% | +21.3% | +27.0% |
| 3Y | +45.5% | -7.8% | +53.3% | +43.8% |
| 5Y | +157.3% | +104.8% | +52.6% | +62.3% |
| 10Y | +65.0% | +7.2% | +57.8% | -0.1% |
| All | +171.6% | +303.3% | -131.7% | -45.2% |
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