-15.2%
SRE vs OVV
+1.5%
-16.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.4% | -2.0% |
| 7D | -9.2% | -16.7% | +7.5% | -8.3% |
| 30D | -1.9% | -1.5% | -0.4% | -1.7% |
| 3M | -6.5% | +1.6% | -8.1% | -6.9% |
| 6M | -15.2% | +2.0% | -17.3% | -16.4% |
| All | -15.2% | +1.5% | -16.8% | -16.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling