+46.3%
LYB vs OVV
+56.5%
-10.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.8% |
| 7D | +0.3% | -1.7% | +1.9% | +0.8% |
| 30D | +2.5% | +0.8% | +1.7% | +2.3% |
| 3M | +1.4% | +13.3% | -11.9% | -2.5% |
| 6M | -3.5% | +16.9% | -20.4% | -7.8% |
| YTD | +52.0% | +64.3% | -12.3% | +30.9% |
| 1Y | +22.1% | +54.2% | -32.1% | +6.8% |
| 3Y | -22.8% | +51.3% | -74.1% | -33.5% |
| 5Y | -3.4% | +154.3% | -157.6% | -32.2% |
| All | +46.3% | +56.5% | -10.2% | -16.9% |
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 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