+174.1%
OVV vs TECK
+1,890.1%
-1,716.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.6% | -1.0% |
| 7D | -16.7% | -0.2% | -16.4% | -16.9% |
| 30D | -1.5% | -7.5% | +6.0% | +0.9% |
| 3M | +1.6% | -8.4% | +10.0% | +3.7% |
| 6M | +2.0% | -2.2% | +4.3% | -1.0% |
| YTD | +56.8% | +26.8% | +30.0% | +32.0% |
| 1Y | +64.8% | +46.5% | +18.3% | +29.6% |
| 3Y | +38.3% | +69.0% | -30.8% | -2.2% |
| 5Y | +84.9% | +138.8% | -53.9% | +11.2% |
| 10Y | +54.5% | +224.3% | -169.8% | -11.9% |
| All | +174.1% | +1,890.1% | -1,716.0% | -1.9% |
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