+45.6%
SRE vs OVV
+84.0%
-38.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.4% | -2.0% |
| 7D | -9.2% | -16.7% | +7.5% | -6.7% |
| 30D | -1.9% | -1.5% | -0.4% | -1.8% |
| 3M | -6.5% | +1.6% | -8.1% | -7.0% |
| 6M | -15.2% | +2.0% | -17.3% | -15.9% |
| YTD | -9.5% | +56.8% | -66.3% | -16.5% |
| 1Y | -13.2% | +64.8% | -78.0% | -20.7% |
| 3Y | +19.5% | +38.3% | -18.8% | +9.8% |
| All | +45.6% | +84.0% | -38.4% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling