+186.8%
SO vs OVV
+48.9%
+137.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.3% |
| 7D | -1.1% | -10.7% | +9.6% | -0.6% |
| 30D | +8.6% | -5.3% | +13.9% | +8.8% |
| 3M | +1.8% | +2.4% | -0.6% | +1.6% |
| 6M | +3.6% | +5.7% | -2.0% | +3.2% |
| YTD | +9.9% | +56.8% | -46.8% | +7.2% |
| 1Y | +5.7% | +59.3% | -53.6% | +3.0% |
| 3Y | +52.5% | +49.0% | +3.5% | +47.8% |
| 5Y | +77.3% | +88.1% | -10.8% | +67.5% |
| 10Y | +186.8% | +42.5% | +144.2% | +121.6% |
| All | +186.8% | +48.9% | +137.9% | +121.6% |
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