+62.3%
OVV vs STZ
-9.8%
+72.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | +0.3% | -1.9% | +2.2% | +1.3% |
| 30D | +11.7% | -1.9% | +13.6% | +12.4% |
| 3M | +9.8% | -6.2% | +16.0% | +12.4% |
| 6M | +26.6% | -14.0% | +40.6% | +34.2% |
| YTD | +67.0% | -5.1% | +72.1% | +66.2% |
| 1Y | +55.9% | -9.6% | +65.5% | +58.3% |
| 3Y | +45.5% | -47.2% | +92.7% | +94.6% |
| 5Y | +157.3% | -33.6% | +190.9% | +187.9% |
| All | +62.3% | -9.8% | +72.1% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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