+50.8%
OVV vs XYL
+141.5%
-90.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -2.9% |
| 7D | -3.7% | +1.8% | -5.5% | -4.9% |
| 30D | +8.0% | -9.2% | +17.2% | +14.6% |
| 3M | +11.3% | -0.3% | +11.5% | +9.7% |
| 6M | +24.0% | -11.0% | +35.0% | +30.4% |
| YTD | +65.3% | -19.2% | +84.5% | +83.9% |
| 1Y | +60.2% | -21.2% | +81.4% | +80.5% |
| 3Y | +46.9% | +18.6% | +28.3% | +18.7% |
| 5Y | +158.7% | -14.3% | +173.0% | +161.2% |
| 10Y | +50.8% | +141.0% | -90.2% | -20.5% |
| All | +50.8% | +141.5% | -90.7% | -20.5% |
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