+58.4%
OVV vs XYL
-0.5%
+58.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +8.0% | -3.7% | +11.8% | +8.9% |
| 30D | -2.0% | -8.3% | +6.3% | -0.5% |
| 3M | +5.4% | -21.4% | +26.9% | +11.7% |
| 6M | +14.3% | -12.9% | +27.2% | +16.1% |
| YTD | +69.4% | -30.1% | +99.5% | +86.3% |
| 1Y | +72.4% | -35.2% | +107.5% | +97.1% |
| 3Y | +58.4% | -0.8% | +59.2% | +42.3% |
| All | +58.4% | -0.5% | +58.8% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling