-78.0%
SE vs OVV
+107.0%
-185.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.4% | +0.9% |
| 7D | -0.5% | +8.0% | -8.5% | -2.6% |
| 30D | -20.9% | -2.0% | -18.9% | -20.9% |
| 3M | -38.9% | +5.4% | -44.3% | -40.4% |
| 6M | -19.4% | +14.3% | -33.7% | -24.0% |
| YTD | -40.9% | +69.4% | -110.4% | -52.0% |
| 1Y | -46.2% | +72.4% | -118.6% | -56.7% |
| 3Y | +63.7% | +58.4% | +5.3% | +29.7% |
| All | -78.0% | +107.0% | -185.0% | -84.1% |
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