+60.2%
OVV vs XYL
-21.5%
+81.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -0.5% |
| 7D | -3.7% | +1.8% | -5.5% | -3.4% |
| 30D | +8.0% | -9.2% | +17.2% | +6.4% |
| 3M | +11.3% | -0.3% | +11.5% | +11.1% |
| 6M | +24.0% | -11.0% | +35.0% | +23.4% |
| YTD | +65.3% | -19.2% | +84.5% | +65.3% |
| 1Y | +60.2% | -21.2% | +81.4% | +64.9% |
| All | +60.2% | -21.5% | +81.6% | +64.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling