+42.5%
OVV vs XYL
+129.6%
-87.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.9% |
| 7D | -10.7% | +2.1% | -12.8% | -12.1% |
| 30D | -5.3% | -3.4% | -1.9% | -5.0% |
| 3M | +2.4% | -17.2% | +19.6% | +12.8% |
| 6M | +5.7% | -12.0% | +17.7% | +10.3% |
| YTD | +56.8% | -26.3% | +83.1% | +81.0% |
| 1Y | +59.3% | -33.5% | +92.8% | +97.4% |
| 3Y | +49.0% | +6.4% | +42.6% | +27.1% |
| 5Y | +88.1% | -20.9% | +109.0% | +96.2% |
| 10Y | +42.5% | +120.8% | -78.3% | -18.9% |
| All | +42.5% | +129.6% | -87.0% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 10y: compounded portfolio wealth divided by compounded XYL 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…
10y analysis · Full analysis span regression · 6 months rolling