-45.9%
SMR vs OVV
+48.0%
-93.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | 0.0% | +7.1% | +7.1% |
| 7D | +1.7% | -10.7% | +12.4% | +6.0% |
| 30D | -24.4% | -5.3% | -19.2% | -23.2% |
| 3M | -44.6% | +2.4% | -47.0% | -45.8% |
| 6M | -56.7% | +5.7% | -62.3% | -58.7% |
| YTD | -61.6% | +56.8% | -118.4% | -69.9% |
| 1Y | -82.1% | +59.3% | -141.3% | -86.1% |
| 3Y | +161.5% | +49.0% | +112.6% | +105.6% |
| All | -45.9% | +48.0% | -93.9% | -57.4% |
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 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