+48.2%
OVV vs STLD
+868.9%
-820.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.9% |
| 7D | -16.7% | -11.1% | -5.5% | -10.1% |
| 30D | -1.5% | -4.8% | +3.3% | +1.3% |
| 3M | +1.6% | -14.6% | +16.1% | +10.9% |
| 6M | +2.0% | -7.4% | +9.4% | +3.6% |
| YTD | +56.8% | +32.6% | +24.2% | +21.5% |
| 1Y | +64.8% | +47.3% | +17.5% | +18.0% |
| 3Y | +38.3% | +107.5% | -69.3% | -27.0% |
| 5Y | +84.9% | +268.8% | -183.9% | -43.9% |
| All | +48.2% | +868.9% | -820.7% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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