+62.3%
OVV vs SWK
+2.4%
+59.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.2% |
| 7D | +0.3% | -0.4% | +0.7% | +0.4% |
| 30D | +11.7% | -5.7% | +17.5% | +14.7% |
| 3M | +9.8% | +24.1% | -14.3% | -3.8% |
| 6M | +26.6% | +24.7% | +1.9% | +8.1% |
| YTD | +67.0% | +33.9% | +33.1% | +35.9% |
| 1Y | +55.9% | +34.7% | +21.2% | +24.5% |
| 3Y | +45.5% | +15.3% | +30.2% | +18.9% |
| 5Y | +157.3% | -39.3% | +196.6% | +201.9% |
| All | +62.3% | +2.4% | +59.9% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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