+83.5%
OVV vs STLD
+255.4%
-171.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -16.7% | -11.1% | -5.5% | -12.2% |
| 30D | -1.5% | -4.8% | +3.3% | +0.5% |
| 3M | +1.6% | -14.6% | +16.1% | +8.2% |
| 6M | +2.0% | -7.4% | +9.4% | +3.4% |
| YTD | +56.8% | +32.6% | +24.2% | +31.1% |
| 1Y | +64.8% | +47.3% | +17.5% | +30.1% |
| 3Y | +38.3% | +107.5% | -69.3% | -11.8% |
| All | +83.5% | +255.4% | -171.9% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling