+156.3%
OVV vs SNY
+245.1%
-88.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | 0.0% |
| 7D | -3.7% | -2.7% | -1.0% | -2.6% |
| 30D | +8.0% | -0.7% | +8.7% | +8.2% |
| 3M | +11.3% | -1.6% | +12.9% | +11.4% |
| 6M | +24.0% | +2.3% | +21.7% | +21.6% |
| YTD | +65.3% | -6.0% | +71.3% | +67.5% |
| 1Y | +60.2% | -2.7% | +62.8% | +59.3% |
| 3Y | +46.9% | -7.5% | +54.4% | +42.7% |
| 5Y | +158.7% | +6.7% | +152.0% | +129.1% |
| 10Y | +50.8% | +62.3% | -11.4% | +15.8% |
| All | +156.3% | +245.1% | -88.7% | +39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling