+56.4%
SAP vs OVV
+160.2%
-103.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.7% |
| 7D | -2.9% | +0.3% | -3.2% | -2.9% |
| 30D | +9.0% | +11.7% | -2.7% | +8.0% |
| 3M | +14.9% | +9.8% | +5.1% | +13.9% |
| 6M | +11.9% | +26.6% | -14.7% | +9.2% |
| YTD | -9.9% | +67.0% | -76.9% | -14.7% |
| 1Y | -19.5% | +55.9% | -75.5% | -23.4% |
| 3Y | +61.8% | +45.5% | +16.3% | +52.3% |
| All | +56.4% | +160.2% | -103.8% | +34.5% |
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