+82.7%
SAP vs OVV
+35.0%
+47.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.3% | +1.6% |
| 7D | +4.0% | -14.9% | +18.9% | +4.7% |
| 30D | +15.7% | -0.9% | +16.6% | +15.6% |
| 3M | +23.4% | +5.6% | +17.8% | +23.0% |
| 6M | +41.3% | -2.5% | +43.8% | +41.1% |
| YTD | +2.0% | +57.8% | -55.8% | -1.7% |
| 1Y | -5.1% | +70.1% | -75.2% | -9.3% |
| All | +82.7% | +35.0% | +47.7% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling