-78.0%
SE vs OVV
+84.0%
-162.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.3% |
| 7D | +2.0% | -16.7% | +18.7% | +6.8% |
| 30D | -20.0% | -1.5% | -18.5% | -20.1% |
| 3M | -31.8% | +1.6% | -33.3% | -32.8% |
| 6M | -15.9% | +2.0% | -17.9% | -18.1% |
| YTD | -40.6% | +56.8% | -97.4% | -50.7% |
| 1Y | -50.7% | +64.8% | -115.5% | -60.0% |
| 3Y | +70.3% | +38.3% | +32.0% | +41.0% |
| All | -78.0% | +84.0% | -162.0% | -83.4% |
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