+70.8%
SAP vs OVV
+84.0%
-13.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.1% |
| 7D | -0.7% | -16.7% | +16.0% | +0.7% |
| 30D | +11.1% | -1.5% | +12.6% | +11.1% |
| 3M | +17.0% | +1.6% | +15.5% | +16.7% |
| 6M | +34.8% | +2.0% | +32.8% | +34.2% |
| YTD | -2.2% | +56.8% | -59.0% | -7.0% |
| 1Y | -6.4% | +64.8% | -71.3% | -11.6% |
| 3Y | +75.1% | +38.3% | +36.9% | +65.6% |
| All | +70.8% | +84.0% | -13.3% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling