+53.7%
OVV vs STLA
-75.4%
+129.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.5% | +6.6% | +3.5% |
| 7D | +1.2% | -11.6% | +12.8% | +3.0% |
| 30D | -2.5% | -6.2% | +3.6% | -1.9% |
| 3M | +0.5% | -24.6% | +25.1% | +4.2% |
| 6M | +8.5% | -44.9% | +53.4% | +18.0% |
| YTD | +64.5% | -62.3% | +126.7% | +93.2% |
| 1Y | +64.7% | -61.8% | +126.5% | +92.2% |
| All | +53.7% | -75.4% | +129.1% | +84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling