-52.1%
SMR vs OVV
+58.7%
-110.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +2.2% | -10.1% | -8.6% |
| 7D | +10.3% | +6.5% | +3.8% | +7.7% |
| 30D | -25.7% | -2.7% | -23.1% | -25.3% |
| 3M | -49.7% | +3.1% | -52.9% | -50.8% |
| 6M | -59.8% | +12.8% | -72.6% | -62.6% |
| YTD | -66.0% | +68.1% | -134.1% | -74.1% |
| 1Y | -81.4% | +73.6% | -155.1% | -86.1% |
| 3Y | +130.6% | +57.6% | +73.0% | +77.4% |
| All | -52.1% | +58.7% | -110.8% | -63.2% |
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