-77.8%
SE vs OVV
+104.2%
-182.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.0% | -6.7% | -4.5% |
| 7D | -7.7% | +1.2% | -9.0% | -8.0% |
| 30D | -22.8% | -2.5% | -20.3% | -22.7% |
| 3M | -43.7% | +0.5% | -44.2% | -44.4% |
| 6M | -12.8% | +8.5% | -21.3% | -16.5% |
| YTD | -42.0% | +64.5% | -106.5% | -52.5% |
| 1Y | -48.0% | +64.7% | -112.7% | -57.6% |
| 3Y | +62.7% | +54.1% | +8.5% | +29.8% |
| 5Y | -77.8% | +95.4% | -173.2% | -83.6% |
| All | -77.8% | +104.2% | -182.0% | -83.6% |
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