+106.0%
OVV vs VSXY
+106.2%
-0.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.6% |
| 7D | +8.0% | -1.7% | +9.8% | +8.2% |
| 30D | -2.0% | +20.1% | -22.2% | -4.2% |
| 3M | +5.4% | +16.6% | -11.2% | +3.1% |
| 6M | +14.3% | +134.9% | -120.7% | +0.5% |
| YTD | +69.4% | +96.0% | -26.6% | +50.8% |
| 1Y | +72.4% | +203.8% | -131.4% | +42.0% |
| 3Y | +58.4% | +465.3% | -407.0% | +6.3% |
| All | +106.0% | +106.2% | -0.2% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 5y: compounded portfolio wealth divided by compounded VSXY 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…
5y analysis · Full analysis span regression · 6 months rolling