+1,378.2%
SRE vs OVV
+162.8%
+1,215.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.4% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | -0.7% | +11.7% | -12.5% | -2.4% |
| 3M | -6.3% | +9.8% | -16.1% | -7.8% |
| 6M | -10.7% | +26.6% | -37.2% | -14.2% |
| YTD | -3.5% | +67.0% | -70.5% | -11.2% |
| 1Y | +5.3% | +55.9% | -50.6% | -2.4% |
| 3Y | +31.8% | +45.5% | -13.7% | +21.2% |
| 5Y | +47.4% | +157.3% | -110.0% | +20.0% |
| 10Y | +120.6% | +65.0% | +55.6% | +53.6% |
| All | +1,378.2% | +162.8% | +1,215.4% | +534.9% |
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