+56.0%
OVV vs STLA
-4.1%
+60.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | +8.0% | -13.8% | +21.8% | +14.9% |
| 30D | -2.0% | -10.5% | +8.5% | +1.5% |
| 3M | +5.4% | -28.9% | +34.3% | +19.6% |
| 6M | +14.3% | -49.7% | +64.0% | +49.8% |
| YTD | +69.4% | -64.9% | +134.4% | +152.2% |
| 1Y | +72.4% | -64.0% | +136.4% | +151.2% |
| 3Y | +58.4% | -77.4% | +135.8% | +172.1% |
| 5Y | +106.1% | -74.4% | +180.5% | +209.6% |
| All | +56.0% | -4.1% | +60.1% | +22.4% |
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