-6.4%
SAP vs OVV
+65.7%
-72.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.9% | +0.5% |
| 7D | -2.5% | +1.2% | -3.7% | -2.3% |
| 30D | +7.5% | -2.5% | +10.0% | +7.3% |
| 3M | +11.6% | +0.5% | +11.2% | +11.9% |
| 6M | +37.6% | +8.5% | +29.2% | +39.3% |
| YTD | -2.0% | +64.5% | -66.4% | +6.2% |
| 1Y | -6.4% | +64.7% | -71.0% | +1.1% |
| All | -6.4% | +65.7% | -72.1% | +1.1% |
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