+45.1%
OVV vs STZ
+11.6%
+33.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -7.3% | +5.3% | -12.6% | -10.0% |
| 30D | -3.6% | +19.6% | -23.2% | -12.8% |
| 3M | -2.6% | +10.0% | -12.6% | -8.4% |
| 6M | +7.6% | -0.3% | +7.8% | +5.6% |
| YTD | +59.6% | +8.6% | +51.0% | +46.7% |
| 1Y | +62.2% | +16.6% | +45.6% | +42.6% |
| 3Y | +49.6% | -34.8% | +84.4% | +76.7% |
| 5Y | +98.9% | -27.8% | +126.8% | +113.5% |
| 10Y | +45.1% | +12.5% | +32.6% | +46.1% |
| All | +45.1% | +11.6% | +33.6% | +46.1% |
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