+54.7%
OVV vs SNY
+64.5%
-9.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -1.7% | -3.3% | +1.7% | -0.6% |
| 30D | +0.8% | -2.2% | +2.9% | +1.4% |
| 3M | +13.3% | -3.0% | +16.3% | +14.0% |
| 6M | +16.9% | +2.7% | +14.2% | +14.8% |
| YTD | +64.3% | -6.8% | +71.1% | +66.7% |
| 1Y | +54.2% | -5.3% | +59.4% | +55.0% |
| 3Y | +51.3% | -9.8% | +61.1% | +48.8% |
| 5Y | +154.3% | +9.7% | +144.6% | +116.2% |
| All | +54.7% | +64.5% | -9.8% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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