+42.5%
OVV vs STLD
+779.4%
-736.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -1.4% |
| 7D | -10.7% | -9.7% | -1.1% | -4.7% |
| 30D | -5.3% | -4.5% | -0.8% | -2.7% |
| 3M | +2.4% | -13.1% | +15.5% | +10.6% |
| 6M | +5.7% | -2.8% | +8.4% | +3.8% |
| YTD | +56.8% | +35.3% | +21.4% | +19.6% |
| 1Y | +59.3% | +51.4% | +7.9% | +11.8% |
| 3Y | +49.0% | +117.9% | -69.0% | -24.3% |
| 5Y | +88.1% | +272.6% | -184.5% | -43.6% |
| 10Y | +42.5% | +782.2% | -739.6% | -75.5% |
| All | +42.5% | +779.4% | -736.8% | -75.5% |
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