+101.7%
SMR vs OVV
+58.8%
+43.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.6% |
| 7D | -8.3% | +8.0% | -16.3% | -11.1% |
| 30D | -20.1% | -2.0% | -18.0% | -19.7% |
| 3M | -52.7% | +5.4% | -58.1% | -54.2% |
| 6M | -61.0% | +14.3% | -75.3% | -64.4% |
| YTD | -67.1% | +69.4% | -136.5% | -77.2% |
| 1Y | -79.9% | +72.4% | -152.2% | -86.3% |
| 3Y | +101.7% | +58.4% | +43.3% | +41.7% |
| All | +101.7% | +58.8% | +43.0% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling