+84.5%
OVV vs XLRE
+115.9%
-31.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | +8.0% | +0.8% | +7.2% | +7.3% |
| 30D | -2.0% | +6.9% | -9.0% | -7.7% |
| 3M | +5.4% | -0.8% | +6.3% | +5.6% |
| 6M | +14.3% | +2.1% | +12.2% | +10.9% |
| YTD | +69.4% | +12.6% | +56.8% | +49.7% |
| 1Y | +72.4% | +12.5% | +59.9% | +52.5% |
| 3Y | +58.4% | +44.2% | +14.2% | +10.3% |
| 5Y | +106.1% | +9.1% | +97.0% | +83.6% |
| 10Y | +59.6% | +111.8% | -52.2% | +7.8% |
| All | +84.5% | +115.9% | -31.4% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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