-7.7%
SRE vs OVV
+75.2%
-82.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.6% | +2.7% | -2.4% |
| 7D | -2.1% | -12.1% | +10.0% | -1.1% |
| 30D | +6.1% | +2.9% | +3.2% | +5.8% |
| 3M | -3.5% | +3.7% | -7.2% | -4.1% |
| 6M | -10.8% | +0.6% | -11.4% | -11.1% |
| YTD | -4.0% | +62.5% | -66.4% | -10.5% |
| 1Y | -7.7% | +72.0% | -79.7% | -14.9% |
| All | -7.7% | +75.2% | -82.8% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling