+58.4%
OVV vs TECK
+74.1%
-15.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.1% |
| 7D | +8.0% | -0.4% | +8.5% | +8.0% |
| 30D | -2.0% | -7.1% | +5.1% | -0.9% |
| 3M | +5.4% | -5.5% | +10.9% | +5.6% |
| 6M | +14.3% | -9.7% | +24.0% | +14.8% |
| YTD | +69.4% | +26.3% | +43.2% | +49.2% |
| 1Y | +72.4% | +44.4% | +28.0% | +43.6% |
| 3Y | +58.4% | +70.1% | -11.7% | +14.6% |
| All | +58.4% | +74.1% | -15.7% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling