+164.2%
OVV vs STLD
+8,634.8%
-8,470.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.0% | -2.6% | -4.2% |
| 7D | -12.1% | -3.9% | -8.2% | -10.4% |
| 30D | +2.9% | -0.4% | +3.3% | +2.9% |
| 3M | +3.7% | -9.2% | +12.9% | +7.6% |
| 6M | +0.6% | +5.0% | -4.4% | -3.8% |
| YTD | +62.5% | +42.8% | +19.7% | +32.2% |
| 1Y | +72.0% | +60.1% | +11.9% | +32.1% |
| 3Y | +39.1% | +123.5% | -84.3% | -11.3% |
| 5Y | +98.5% | +302.0% | -203.6% | -8.1% |
| 10Y | +60.1% | +959.3% | -899.2% | -46.2% |
| All | +164.2% | +8,634.8% | -8,470.5% | -54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling