+175.8%
SLV vs OVV
+58.9%
+117.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.2% |
| 7D | -5.8% | +8.0% | -13.9% | -6.4% |
| 30D | -12.1% | -2.0% | -10.1% | -12.1% |
| 3M | -24.1% | +5.4% | -29.6% | -24.5% |
| 6M | -44.4% | +14.3% | -58.7% | -45.1% |
| YTD | -31.5% | +69.4% | -100.9% | -34.5% |
| 1Y | -6.9% | +72.4% | -79.3% | -11.1% |
| 3Y | +116.0% | +58.4% | +57.6% | +106.0% |
| 5Y | +88.4% | +106.1% | -17.7% | +75.5% |
| All | +175.8% | +58.9% | +117.0% | +149.3% |
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