+57.5%
SCHW vs OVV
+162.0%
-104.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -1.6% | -3.8% | +2.2% | -0.8% |
| 30D | -1.1% | +1.3% | -2.3% | -1.4% |
| 3M | +20.4% | +14.3% | +6.0% | +16.5% |
| 6M | +13.6% | +21.1% | -7.5% | +8.0% |
| YTD | +7.7% | +66.0% | -58.3% | -5.1% |
| 1Y | +15.2% | +59.3% | -44.1% | +2.0% |
| 3Y | +87.1% | +47.6% | +39.6% | +64.1% |
| 5Y | +57.5% | +162.0% | -104.5% | +3.8% |
| All | +57.5% | +162.0% | -104.5% | +3.8% |
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