-48.8%
SE vs OVV
+75.2%
-123.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -5.6% | +10.1% | +2.4% |
| 7D | +6.7% | -12.1% | +18.8% | +2.1% |
| 30D | -17.2% | +2.9% | -20.1% | -16.1% |
| 3M | -28.0% | +3.7% | -31.7% | -26.6% |
| 6M | -6.1% | +0.6% | -6.7% | -3.8% |
| YTD | -37.1% | +62.5% | -99.6% | -27.1% |
| 1Y | -48.8% | +72.0% | -120.8% | -39.0% |
| All | -48.8% | +75.2% | -123.9% | -39.0% |
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