+1,019.5%
STX vs OVV
+160.2%
+859.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.7% | +8.1% | +6.7% |
| 7D | +2.4% | +0.3% | +2.1% | +2.2% |
| 30D | +1.4% | +11.7% | -10.3% | -1.3% |
| 3M | -8.2% | +9.8% | -18.0% | -10.4% |
| 6M | +127.0% | +26.6% | +100.5% | +113.2% |
| YTD | +209.1% | +67.0% | +142.1% | +170.2% |
| 1Y | +365.4% | +55.9% | +309.5% | +310.9% |
| 3Y | +1,135.4% | +45.5% | +1,089.9% | +978.6% |
| All | +1,019.5% | +160.2% | +859.3% | +711.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling