+1,297.1%
SRE vs OVV
+146.6%
+1,150.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -8.4% | -10.7% | +2.4% | -6.8% |
| 30D | -3.2% | -5.3% | +2.1% | -2.5% |
| 3M | -5.3% | +2.4% | -7.7% | -5.9% |
| 6M | -12.6% | +5.7% | -18.2% | -13.7% |
| YTD | -8.8% | +56.8% | -65.5% | -15.4% |
| 1Y | -13.4% | +59.3% | -72.7% | -20.0% |
| 3Y | +24.4% | +49.0% | -24.6% | +14.0% |
| 5Y | +47.3% | +88.1% | -40.8% | +25.7% |
| 10Y | +116.7% | +42.5% | +74.1% | +55.4% |
| All | +1,297.1% | +146.6% | +1,150.5% | +504.6% |
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