+874.4%
SO vs OVV
+162.8%
+711.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.6% |
| 7D | -0.2% | +0.3% | -0.4% | -0.2% |
| 30D | -4.6% | +11.7% | -16.3% | -5.4% |
| 3M | -3.0% | +9.8% | -12.8% | -3.8% |
| 6M | -8.3% | +26.6% | -34.8% | -10.0% |
| YTD | +3.5% | +67.0% | -63.5% | -0.4% |
| 1Y | -0.9% | +55.9% | -56.9% | -4.4% |
| 3Y | +45.4% | +45.5% | -0.1% | +39.4% |
| 5Y | +59.6% | +157.3% | -97.7% | +43.6% |
| 10Y | +156.6% | +65.0% | +91.6% | +109.0% |
| All | +874.4% | +162.8% | +711.6% | +441.9% |
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