+54.9%
OVV vs STLA
+0.5%
+54.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.5% | +6.6% | +4.6% |
| 7D | +1.2% | -11.6% | +12.8% | +6.7% |
| 30D | -2.5% | -6.2% | +3.6% | -1.0% |
| 3M | +0.5% | -24.6% | +25.1% | +11.3% |
| 6M | +8.5% | -44.9% | +53.4% | +36.5% |
| YTD | +64.5% | -62.3% | +126.7% | +137.0% |
| 1Y | +64.7% | -61.8% | +126.5% | +134.0% |
| 3Y | +54.1% | -75.3% | +129.5% | +153.8% |
| 5Y | +95.4% | -72.5% | +167.9% | +184.6% |
| 10Y | +54.9% | +0.8% | +54.2% | +37.3% |
| All | +54.9% | +0.5% | +54.5% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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