+1,286.5%
SRE vs OVV
+146.7%
+1,139.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.1% |
| 1Y | -13.2% | +64.8% | -78.0% | -20.3% |
| 3Y | +19.5% | +38.3% | -18.8% | +10.7% |
| 5Y | +43.6% | +84.9% | -41.3% | +22.8% |
| 10Y | +109.9% | +54.5% | +55.4% | +48.1% |
| All | +1,286.5% | +146.7% | +1,139.8% | +499.9% |
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 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