+42.5%
OVV vs STZ
+12.5%
+30.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -1.3% |
| 7D | -10.7% | +3.4% | -14.2% | -12.5% |
| 30D | -5.3% | +19.6% | -24.9% | -14.3% |
| 3M | +2.4% | +8.0% | -5.6% | -2.8% |
| 6M | +5.7% | -0.3% | +5.9% | +3.7% |
| YTD | +56.8% | +8.6% | +48.2% | +44.1% |
| 1Y | +59.3% | +17.3% | +41.9% | +39.5% |
| 3Y | +49.0% | -34.7% | +83.7% | +75.7% |
| 5Y | +88.1% | -27.6% | +115.7% | +101.4% |
| 10Y | +42.5% | +11.8% | +30.8% | +43.2% |
| All | +42.5% | +12.5% | +30.0% | +43.2% |
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