+128.5%
SRE vs OVV
+57.6%
+70.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.3% | +0.7% |
| 7D | -1.1% | +6.5% | -7.6% | -1.8% |
| 30D | -4.1% | -2.7% | -1.5% | -3.9% |
| 3M | -7.3% | +3.1% | -10.5% | -7.8% |
| 6M | -14.1% | +12.8% | -26.9% | -15.6% |
| YTD | -8.5% | +68.1% | -76.6% | -14.3% |
| 1Y | -12.0% | +73.6% | -85.7% | -18.0% |
| 3Y | +23.4% | +57.6% | -34.2% | +14.7% |
| 5Y | +51.3% | +104.5% | -53.2% | +33.9% |
| All | +128.5% | +57.6% | +70.9% | +63.0% |
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