+643.2%
LYB vs OVV
-41.0%
+684.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.0% |
| 7D | -0.9% | -3.7% | +2.8% | +0.4% |
| 30D | +9.5% | +8.0% | +1.5% | +6.9% |
| 3M | +1.3% | +11.3% | -10.0% | -2.2% |
| 6M | -1.7% | +24.0% | -25.7% | -8.1% |
| YTD | +54.1% | +65.3% | -11.2% | +31.4% |
| 1Y | +25.7% | +60.2% | -34.5% | +7.9% |
| 3Y | -20.9% | +46.9% | -67.9% | -31.9% |
| 5Y | -1.5% | +158.7% | -160.3% | -33.3% |
| 10Y | +45.0% | +50.8% | -5.9% | -17.4% |
| All | +643.2% | -41.0% | +684.2% | +562.4% |
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