-49.5%
SMR vs OVV
+48.0%
-97.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -0.6% | +16.9% | +16.5% |
| 7D | -9.6% | -16.7% | +7.1% | -3.5% |
| 30D | -33.8% | -1.5% | -32.3% | -33.7% |
| 3M | -46.4% | +1.6% | -47.9% | -47.3% |
| 6M | -62.4% | +2.0% | -64.5% | -63.6% |
| YTD | -64.1% | +56.8% | -121.0% | -71.9% |
| 1Y | -84.3% | +64.8% | -149.2% | -88.1% |
| 3Y | +55.8% | +38.3% | +17.6% | +25.8% |
| All | -49.5% | +48.0% | -97.5% | -60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling