+231.4%
OVV vs TXG
+14.9%
+216.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.2% |
| 7D | +1.2% | -8.1% | +9.3% | +2.1% |
| 30D | -2.5% | -17.5% | +14.9% | -0.8% |
| 3M | +0.5% | +6.1% | -5.6% | -1.9% |
| 6M | +8.5% | +202.7% | -194.2% | -9.9% |
| YTD | +64.5% | +280.4% | -216.0% | +29.4% |
| 1Y | +64.7% | +274.0% | -209.3% | +29.4% |
| 3Y | +54.1% | +74.9% | -20.7% | +26.9% |
| 5Y | +95.4% | -63.0% | +158.5% | +92.1% |
| All | +231.4% | +14.9% | +216.5% | +142.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling