+191.9%
OVV vs TECK
+2,171.4%
-1,979.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.2% | -1.9% |
| 7D | +0.3% | -0.3% | +0.6% | +0.3% |
| 30D | +11.7% | +4.6% | +7.1% | +9.4% |
| 3M | +9.8% | +2.8% | +7.0% | +6.5% |
| 6M | +26.6% | +24.9% | +1.7% | +10.0% |
| YTD | +67.0% | +44.7% | +22.3% | +34.8% |
| 1Y | +55.9% | +112.0% | -56.1% | +4.9% |
| 3Y | +45.5% | +67.6% | -22.1% | +4.2% |
| 5Y | +157.3% | +200.3% | -43.0% | +41.8% |
| 10Y | +65.0% | +358.2% | -293.2% | -17.2% |
| All | +191.9% | +2,171.4% | -1,979.5% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling