+54.8%
OVV vs XME
+266.4%
-211.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.3% | +4.1% |
| 7D | +6.5% | +5.3% | +1.2% | +1.0% |
| 30D | -2.7% | -8.2% | +5.5% | +4.0% |
| 3M | +3.1% | -18.4% | +21.5% | +21.0% |
| 6M | +12.8% | -22.8% | +35.6% | +33.7% |
| YTD | +68.1% | -7.9% | +76.0% | +57.5% |
| 1Y | +73.6% | -0.9% | +74.5% | +48.5% |
| 3Y | +57.6% | +96.0% | -38.4% | -41.4% |
| 5Y | +104.5% | +110.3% | -5.8% | -31.8% |
| All | +54.8% | +266.4% | -211.6% | -67.2% |
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