-44.4%
OVV vs STLA
+189.9%
-234.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -16.7% | -4.5% | -12.1% | -15.6% |
| 30D | -1.5% | -3.9% | +2.4% | -1.0% |
| 3M | +1.6% | -20.2% | +21.7% | +7.6% |
| 6M | +2.0% | -42.2% | +44.2% | +18.6% |
| YTD | +56.8% | -59.3% | +116.1% | +98.8% |
| 1Y | +64.8% | -56.1% | +120.9% | +102.4% |
| 3Y | +38.3% | -73.7% | +111.9% | +93.4% |
| 5Y | +84.9% | -70.3% | +155.2% | +141.1% |
| 10Y | +54.5% | +23.1% | +31.4% | +48.4% |
| All | -44.4% | +189.9% | -234.2% | -49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling