+51.3%
OVV vs TEVA
+280.8%
-229.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.6% |
| 7D | -1.7% | +2.0% | -3.7% | -1.8% |
| 30D | +0.8% | +1.0% | -0.2% | +0.7% |
| 3M | +13.3% | +7.3% | +5.9% | +12.6% |
| 6M | +16.9% | +21.7% | -4.8% | +15.1% |
| YTD | +64.3% | +18.8% | +45.4% | +61.7% |
| 1Y | +54.2% | +86.5% | -32.3% | +45.3% |
| 3Y | +51.3% | +269.4% | -218.1% | +32.0% |
| All | +51.3% | +280.8% | -229.5% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling