-40.7%
OVV vs STLA
+263.8%
-304.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.2% |
| 7D | +0.3% | +2.6% | -2.3% | -0.7% |
| 30D | +11.7% | -1.2% | +13.0% | +11.8% |
| 3M | +9.8% | -24.8% | +34.6% | +19.1% |
| 6M | +26.6% | -25.6% | +52.1% | +35.4% |
| YTD | +67.0% | -48.9% | +116.0% | +99.1% |
| 1Y | +55.9% | -38.8% | +94.7% | +71.3% |
| 3Y | +45.5% | -64.5% | +110.0% | +86.0% |
| 5Y | +157.3% | -62.4% | +219.8% | +214.6% |
| 10Y | +65.0% | +55.4% | +9.6% | +48.7% |
| All | -40.7% | +263.8% | -304.5% | -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