+64.7%
OVV vs XME
+2.7%
+62.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.4% | +3.0% |
| 7D | +1.2% | +1.5% | -0.3% | +1.3% |
| 30D | -2.5% | -7.3% | +4.7% | -2.7% |
| 3M | +0.5% | -17.4% | +17.9% | +0.1% |
| 6M | +8.5% | -21.8% | +30.3% | +9.5% |
| YTD | +64.5% | -6.0% | +70.4% | +65.6% |
| 1Y | +64.7% | +3.8% | +60.9% | +62.5% |
| All | +64.7% | +2.7% | +62.0% | +62.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling