+55.8%
SMR vs OVV
+34.1%
+21.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -0.6% | +16.9% | +16.5% |
| 7D | -9.6% | -16.7% | +7.1% | -2.7% |
| 30D | -33.8% | -1.5% | -32.3% | -33.7% |
| 3M | -46.4% | +1.6% | -47.9% | -47.6% |
| 6M | -62.4% | +2.0% | -64.5% | -63.9% |
| YTD | -64.1% | +56.8% | -121.0% | -74.7% |
| 1Y | -84.3% | +64.8% | -149.2% | -89.4% |
| 3Y | +55.8% | +38.3% | +17.6% | +37.5% |
| All | +55.8% | +34.1% | +21.7% | +37.5% |
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 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