+38.3%
OVV vs XME
+84.7%
-46.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.4% | -4.0% | -1.8% |
| 7D | -16.7% | -4.5% | -12.2% | -15.3% |
| 30D | -1.5% | -10.9% | +9.4% | +2.4% |
| 3M | +1.6% | -15.3% | +16.8% | +6.9% |
| 6M | +2.0% | -24.6% | +26.7% | +12.0% |
| YTD | +56.8% | -9.6% | +66.4% | +51.7% |
| 1Y | +64.8% | +2.9% | +61.9% | +45.4% |
| 3Y | +38.3% | +86.9% | -48.6% | -27.0% |
| All | +38.3% | +84.7% | -46.4% | -27.0% |
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