+236.6%
OVV vs TXG
+16.0%
+220.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | +0.3% | +1.8% | -1.5% | 0.0% |
| 30D | +11.7% | +32.0% | -20.3% | +7.3% |
| 3M | +9.8% | +87.0% | -77.2% | -0.5% |
| 6M | +26.6% | +180.1% | -153.5% | +6.8% |
| YTD | +67.0% | +284.1% | -217.1% | +33.1% |
| 1Y | +55.9% | +361.7% | -305.8% | +18.9% |
| 3Y | +45.5% | +15.9% | +29.6% | +30.1% |
| 5Y | +157.3% | -66.2% | +223.5% | +159.5% |
| All | +236.6% | +16.0% | +220.6% | +149.6% |
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