-25.0%
OVV vs XME
+169.9%
-194.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.4% | -4.0% | -3.3% |
| 7D | -16.7% | -4.5% | -12.2% | -13.8% |
| 30D | -1.5% | -10.9% | +9.4% | +6.9% |
| 3M | +1.6% | -15.3% | +16.8% | +13.1% |
| 6M | +2.0% | -24.6% | +26.7% | +20.5% |
| YTD | +56.8% | -9.6% | +66.4% | +54.2% |
| 1Y | +64.8% | +2.9% | +61.9% | +44.3% |
| 3Y | +38.3% | +86.9% | -48.6% | -28.5% |
| 5Y | +84.9% | +115.2% | -30.3% | -13.0% |
| 10Y | +54.5% | +305.7% | -251.2% | -43.9% |
| All | -25.0% | +169.9% | -194.9% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling