+49.1%
OVV vs SWK
+30.0%
+19.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.3% | -1.6% |
| 7D | -14.9% | +11.3% | -26.1% | -20.1% |
| 30D | -0.9% | +28.1% | -29.0% | -13.4% |
| 3M | +5.6% | +12.6% | -7.0% | -2.1% |
| 6M | -2.5% | +51.7% | -54.2% | -24.2% |
| YTD | +57.8% | +60.0% | -2.1% | +16.0% |
| 1Y | +70.1% | +72.7% | -2.6% | +19.0% |
| 3Y | +35.1% | +46.3% | -11.2% | -3.3% |
| 5Y | +86.1% | -24.6% | +110.7% | +92.4% |
| All | +49.1% | +30.0% | +19.1% | +26.4% |
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