+48.2%
OVV vs SWK
+29.6%
+18.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | -16.7% | +11.0% | -27.7% | -21.6% |
| 30D | -1.5% | +30.1% | -31.6% | -14.5% |
| 3M | +1.6% | +14.7% | -13.1% | -6.6% |
| 6M | +2.0% | +44.5% | -42.5% | -18.5% |
| YTD | +56.8% | +59.4% | -2.6% | +15.5% |
| 1Y | +64.8% | +77.5% | -12.7% | +13.6% |
| 3Y | +38.3% | +49.5% | -11.2% | -2.4% |
| 5Y | +84.9% | -24.9% | +109.8% | +91.5% |
| All | +48.2% | +29.6% | +18.6% | +25.8% |
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