+50.8%
OVV vs XME
+401.9%
-351.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -2.1% |
| 7D | -3.7% | +3.6% | -7.3% | -7.0% |
| 30D | +8.0% | +3.6% | +4.3% | +3.6% |
| 3M | +11.3% | +1.2% | +10.1% | +6.3% |
| 6M | +24.0% | +9.0% | +15.0% | +5.1% |
| YTD | +65.3% | +15.9% | +49.4% | +28.0% |
| 1Y | +60.2% | +43.2% | +17.0% | -4.8% |
| 3Y | +46.9% | +137.4% | -90.4% | -52.3% |
| 5Y | +158.7% | +185.0% | -26.3% | -33.7% |
| 10Y | +50.8% | +409.5% | -358.6% | -75.1% |
| All | +50.8% | +401.9% | -351.1% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling