+156.7%
OVV vs STT
+396.7%
-240.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.7% | +1.9% | -0.8% |
| 7D | -14.9% | -4.9% | -10.0% | -13.1% |
| 30D | -0.9% | -6.0% | +5.1% | +1.6% |
| 3M | +5.6% | -11.7% | +17.2% | +11.0% |
| 6M | -2.5% | +11.7% | -14.2% | -8.0% |
| YTD | +57.8% | +30.4% | +27.4% | +37.7% |
| 1Y | +70.1% | +43.9% | +26.1% | +41.9% |
| 3Y | +35.1% | +165.4% | -130.3% | -14.1% |
| 5Y | +86.1% | +101.0% | -14.9% | +30.8% |
| 10Y | +55.5% | +210.7% | -155.2% | +3.9% |
| All | +156.7% | +396.7% | -240.0% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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