+379.5%
SE vs OVV
+30.6%
+348.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +3.0% | +3.0% |
| 7D | +3.3% | -10.7% | +14.0% | +5.4% |
| 30D | -18.2% | -5.3% | -12.9% | -17.6% |
| 3M | -31.3% | +2.4% | -33.7% | -32.0% |
| 6M | -10.1% | +5.7% | -15.8% | -12.2% |
| YTD | -38.9% | +56.8% | -95.6% | -45.4% |
| 1Y | -48.0% | +59.3% | -107.3% | -53.8% |
| 3Y | +78.8% | +49.0% | +29.8% | +57.9% |
| 5Y | -77.1% | +88.1% | -165.3% | -80.8% |
| All | +379.5% | +30.6% | +348.9% | +261.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling