-2.4%
LYB vs OVV
+149.9%
-152.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.1% |
| 7D | -0.7% | -2.9% | +2.2% | +0.4% |
| 30D | +1.5% | +0.9% | +0.7% | +1.3% |
| 3M | -0.3% | +11.0% | -11.3% | -4.2% |
| 6M | +0.1% | +22.3% | -22.2% | -6.8% |
| YTD | +53.4% | +65.1% | -11.6% | +28.4% |
| 1Y | +25.6% | +53.1% | -27.5% | +7.5% |
| 3Y | -21.3% | +46.7% | -68.0% | -33.8% |
| 5Y | -2.4% | +155.5% | -157.9% | -34.7% |
| All | -2.4% | +149.9% | -152.4% | -34.7% |
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 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