+222.9%
SAP vs OVV
+48.9%
+174.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.6% | -10.7% | +12.4% | +2.8% |
| 30D | +10.5% | -5.3% | +15.8% | +11.0% |
| 3M | +15.2% | +2.4% | +12.8% | +14.7% |
| 6M | +36.7% | +5.7% | +31.0% | +35.4% |
| YTD | -0.6% | +56.8% | -57.3% | -6.1% |
| 1Y | -4.1% | +59.3% | -63.4% | -9.7% |
| 3Y | +73.2% | +49.0% | +24.3% | +61.8% |
| 5Y | +74.1% | +88.1% | -14.0% | +53.9% |
| 10Y | +222.9% | +42.5% | +180.4% | +142.0% |
| All | +222.9% | +48.9% | +174.1% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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