+100.1%
OVV vs STZ
-29.4%
+129.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.2% |
| 7D | +1.2% | -0.9% | +2.2% | +1.4% |
| 30D | -2.5% | +14.9% | -17.5% | -5.9% |
| 3M | +0.5% | +8.4% | -7.9% | -1.9% |
| 6M | +8.5% | +2.8% | +5.7% | +7.0% |
| YTD | +64.5% | +7.5% | +56.9% | +58.4% |
| 1Y | +64.7% | +12.5% | +52.1% | +56.3% |
| 3Y | +54.1% | -35.4% | +89.6% | +69.5% |
| All | +100.1% | -29.4% | +129.4% | +105.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling