+56.0%
OVV vs TECK
+198.5%
-142.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.7% |
| 7D | +8.0% | -0.4% | +8.5% | +7.9% |
| 30D | -2.0% | -7.1% | +5.1% | +0.7% |
| 3M | +5.4% | -5.5% | +10.9% | +5.8% |
| 6M | +14.3% | -9.7% | +24.0% | +14.0% |
| YTD | +69.4% | +26.3% | +43.2% | +30.9% |
| 1Y | +72.4% | +44.4% | +28.0% | +21.6% |
| 3Y | +58.4% | +70.1% | -11.7% | -8.8% |
| 5Y | +106.1% | +125.8% | -19.7% | -9.3% |
| All | +56.0% | +198.5% | -142.5% | -50.3% |
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