+181.7%
STM vs OVV
+162.8%
+18.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.3% |
| 7D | +5.8% | +0.3% | +5.5% | +5.7% |
| 30D | -1.0% | +11.7% | -12.7% | -4.0% |
| 3M | -33.3% | +9.8% | -43.1% | -35.3% |
| 6M | +57.4% | +26.6% | +30.8% | +46.0% |
| YTD | +102.2% | +67.0% | +35.2% | +74.0% |
| 1Y | +99.6% | +55.9% | +43.7% | +73.9% |
| 3Y | +14.5% | +45.5% | -31.0% | -0.5% |
| 5Y | +21.4% | +157.3% | -136.0% | -14.2% |
| 10Y | +695.0% | +65.0% | +630.0% | +346.2% |
| All | +181.7% | +162.8% | +18.9% | -3.9% |
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