+62.3%
OVV vs STLD
+1,105.0%
-1,042.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -0.7% |
| 7D | +0.3% | +3.1% | -2.9% | -1.9% |
| 30D | +11.7% | -9.0% | +20.7% | +17.8% |
| 3M | +9.8% | -12.4% | +22.2% | +17.5% |
| 6M | +26.6% | +25.5% | +1.1% | +3.6% |
| YTD | +67.0% | +43.6% | +23.4% | +23.7% |
| 1Y | +55.9% | +87.2% | -31.3% | -5.6% |
| 3Y | +45.5% | +135.2% | -89.7% | -29.3% |
| 5Y | +157.3% | +290.9% | -133.5% | -24.1% |
| All | +62.3% | +1,105.0% | -1,042.7% | -75.6% |
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