-20.1%
OVV vs XME
+242.3%
-262.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.9% |
| 7D | +0.3% | -0.1% | +0.4% | +0.2% |
| 30D | +11.7% | +6.0% | +5.7% | +5.9% |
| 3M | +9.8% | -7.7% | +17.5% | +13.6% |
| 6M | +26.6% | +1.0% | +25.6% | +17.9% |
| YTD | +67.0% | +14.6% | +52.4% | +38.3% |
| 1Y | +55.9% | +46.0% | +10.0% | +2.9% |
| 3Y | +45.5% | +127.0% | -81.5% | -34.4% |
| 5Y | +157.3% | +175.8% | -18.5% | +1.0% |
| 10Y | +65.0% | +414.6% | -349.6% | -49.7% |
| All | -20.1% | +242.3% | -262.4% | -74.1% |
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