+234.6%
OVV vs TXG
+24.6%
+209.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.1% |
| 7D | -3.8% | +9.1% | -12.9% | -4.9% |
| 30D | +1.3% | +14.9% | -13.6% | -0.8% |
| 3M | +14.3% | +120.0% | -105.6% | +1.4% |
| 6M | +21.1% | +221.8% | -200.7% | +0.2% |
| YTD | +66.0% | +312.6% | -246.5% | +31.0% |
| 1Y | +59.3% | +398.4% | -339.2% | +20.3% |
| 3Y | +47.6% | +42.1% | +5.5% | +27.7% |
| 5Y | +162.0% | -63.5% | +225.4% | +161.3% |
| All | +234.6% | +24.6% | +209.9% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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