+54.7%
OVV vs TEVA
-22.9%
+77.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.1% |
| 7D | -1.7% | +2.0% | -3.7% | -2.3% |
| 30D | +0.8% | +1.0% | -0.2% | +0.4% |
| 3M | +13.3% | +7.3% | +5.9% | +10.3% |
| 6M | +16.9% | +21.7% | -4.8% | +8.2% |
| YTD | +64.3% | +18.8% | +45.4% | +52.5% |
| 1Y | +54.2% | +86.5% | -32.3% | +21.7% |
| 3Y | +51.3% | +269.4% | -218.1% | -13.2% |
| 5Y | +154.3% | +303.6% | -149.3% | +34.7% |
| All | +54.7% | -22.9% | +77.6% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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