-3.6%
SMR vs OVV
+57.6%
-61.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.1% |
| 7D | +4.4% | +0.3% | +4.2% | +4.3% |
| 30D | +3.4% | +11.7% | -8.3% | -1.3% |
| 3M | -19.2% | +9.8% | -29.0% | -23.1% |
| 6M | -22.6% | +26.6% | -49.2% | -32.3% |
| YTD | -31.5% | +67.0% | -98.6% | -47.3% |
| 1Y | -73.1% | +55.9% | -129.0% | -78.9% |
| 3Y | +55.0% | +45.5% | +9.5% | +24.0% |
| All | -3.6% | +57.6% | -61.2% | -25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling