+50.5%
OVV vs XME
+134.1%
-83.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +11.7% | +6.0% | +5.7% | +8.8% |
| 3M | +9.8% | -7.7% | +17.5% | +13.3% |
| 6M | +26.6% | +1.0% | +25.6% | +23.1% |
| YTD | +67.0% | +14.6% | +52.4% | +48.6% |
| 1Y | +55.9% | +46.0% | +10.0% | +13.7% |
| All | +50.5% | +134.1% | -83.6% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling