+42.5%
OVV vs TECK
+221.5%
-179.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.0% | -7.0% | -3.9% |
| 7D | -10.7% | +3.1% | -13.8% | -12.7% |
| 30D | -5.3% | -5.0% | -0.3% | -3.8% |
| 3M | +2.4% | -2.6% | +5.0% | +1.3% |
| 6M | +5.7% | 0.0% | +5.7% | -0.4% |
| YTD | +56.8% | +35.6% | +21.1% | +16.6% |
| 1Y | +59.3% | +58.1% | +1.2% | +6.6% |
| 3Y | +49.0% | +93.3% | -44.4% | -20.6% |
| 5Y | +88.1% | +153.7% | -65.6% | -22.7% |
| 10Y | +42.5% | +226.7% | -184.2% | -56.4% |
| All | +42.5% | +221.5% | -179.0% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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