+171.6%
OVV vs TEVA
+250.1%
-78.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | +11.7% | +4.7% | +7.0% | +10.0% |
| 3M | +9.8% | +5.6% | +4.2% | +7.3% |
| 6M | +26.6% | +10.5% | +16.1% | +20.7% |
| YTD | +67.0% | +16.5% | +50.5% | +56.1% |
| 1Y | +55.9% | +96.8% | -40.8% | +20.9% |
| 3Y | +45.5% | +269.5% | -224.0% | -15.3% |
| 5Y | +157.3% | +283.5% | -126.2% | +42.0% |
| 10Y | +65.0% | -25.9% | +90.9% | +39.4% |
| All | +171.6% | +250.1% | -78.4% | +62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling