+48.2%
OVV vs STZ
+3.4%
+44.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.3% |
| 7D | -16.7% | +4.9% | -21.6% | -19.0% |
| 30D | -1.5% | +20.9% | -22.4% | -11.3% |
| 3M | +1.6% | +8.0% | -6.4% | -3.6% |
| 6M | +2.0% | -5.3% | +7.3% | +3.0% |
| YTD | +56.8% | +5.9% | +50.9% | +46.2% |
| 1Y | +64.8% | +14.2% | +50.6% | +46.7% |
| 3Y | +38.3% | -37.0% | +75.2% | +66.1% |
| 5Y | +84.9% | -29.7% | +114.6% | +101.2% |
| All | +48.2% | +3.4% | +44.8% | +51.4% |
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