+42.5%
OVV vs STLA
+21.0%
+21.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -10.7% | -6.4% | -4.4% | -8.3% |
| 30D | -5.3% | -1.3% | -4.0% | -5.7% |
| 3M | +2.4% | -19.9% | +22.3% | +10.6% |
| 6M | +5.7% | -42.9% | +48.5% | +31.0% |
| YTD | +56.8% | -59.4% | +116.2% | +118.7% |
| 1Y | +59.3% | -56.8% | +116.1% | +113.4% |
| 3Y | +49.0% | -73.1% | +122.0% | +135.1% |
| 5Y | +88.1% | -70.1% | +158.2% | +163.2% |
| 10Y | +42.5% | +19.8% | +22.8% | +26.6% |
| All | +42.5% | +21.0% | +21.5% | +26.6% |
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