+115.8%
STM vs OVV
+148.3%
-32.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.9% | -9.5% | -11.7% |
| 7D | -20.1% | -14.9% | -5.2% | -16.8% |
| 30D | -32.0% | -0.9% | -31.0% | -32.0% |
| 3M | -24.2% | +5.6% | -29.7% | -25.8% |
| 6M | -29.9% | -2.5% | -27.4% | -30.5% |
| YTD | +54.9% | +57.8% | -2.9% | +34.5% |
| 1Y | +68.0% | +70.1% | -2.1% | +42.7% |
| 3Y | -0.1% | +35.1% | -35.3% | -11.8% |
| 5Y | -17.9% | +86.1% | -104.0% | -36.9% |
| 10Y | +392.2% | +55.5% | +336.7% | +181.9% |
| All | +115.8% | +148.3% | -32.5% | -25.7% |
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 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