+1,883.6%
STX vs OVV
+50.1%
+1,833.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -1.1% |
| 7D | -28.5% | -16.7% | -11.8% | -26.3% |
| 30D | -42.9% | -1.5% | -41.4% | -42.8% |
| 3M | -45.9% | +1.6% | -47.5% | -46.2% |
| 6M | -41.3% | +2.0% | -43.3% | -41.8% |
| YTD | +67.9% | +56.8% | +11.1% | +54.5% |
| 1Y | +66.5% | +64.8% | +1.7% | +51.5% |
| 3Y | +588.0% | +38.3% | +549.7% | +534.6% |
| 5Y | +449.1% | +84.9% | +364.2% | +373.5% |
| All | +1,883.6% | +50.1% | +1,833.6% | +1,397.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling