-6.4%
SAP vs OVV
+67.1%
-73.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.2% |
| 7D | -0.7% | -16.7% | +16.0% | -2.4% |
| 30D | +11.1% | -1.5% | +12.6% | +11.0% |
| 3M | +17.0% | +1.6% | +15.5% | +17.7% |
| 6M | +34.8% | +2.0% | +32.8% | +35.4% |
| YTD | -2.2% | +56.8% | -59.0% | +5.1% |
| 1Y | -6.4% | +64.8% | -71.3% | -0.7% |
| All | -6.4% | +67.1% | -73.5% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling