+59.3%
OVV vs TXG
+385.8%
-326.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.5% |
| 7D | -3.8% | +9.1% | -12.9% | -3.5% |
| 30D | +1.3% | +14.9% | -13.6% | +1.8% |
| 3M | +14.3% | +120.0% | -105.6% | +19.0% |
| 6M | +21.1% | +221.8% | -200.7% | +26.0% |
| YTD | +66.0% | +312.6% | -246.5% | +69.6% |
| 1Y | +59.3% | +398.4% | -339.2% | +55.4% |
| All | +59.3% | +385.8% | -326.6% | +55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling