+11.1%
SMR vs OVV
+56.0%
-44.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.0% | +16.3% | +15.6% |
| 7D | +21.4% | -3.7% | +25.1% | +23.0% |
| 30D | +13.8% | +8.0% | +5.9% | +10.0% |
| 3M | +3.9% | +11.3% | -7.4% | -2.0% |
| 6M | -4.2% | +24.0% | -28.2% | -15.4% |
| YTD | -21.1% | +65.3% | -86.4% | -39.0% |
| 1Y | -67.1% | +60.2% | -127.2% | -74.6% |
| 3Y | +88.9% | +46.9% | +41.9% | +50.8% |
| All | +11.1% | +56.0% | -44.9% | -13.5% |
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