+48.2%
OVV vs XYL
+8.6%
+39.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.2% |
| 7D | +0.3% | -5.0% | +5.3% | +1.7% |
| 30D | +11.7% | -13.2% | +24.9% | +16.2% |
| 3M | +9.8% | -3.7% | +13.5% | +9.9% |
| 6M | +26.6% | -17.7% | +44.3% | +33.9% |
| YTD | +67.0% | -21.5% | +88.5% | +79.1% |
| 1Y | +55.9% | -24.5% | +80.4% | +69.9% |
| All | +48.2% | +8.6% | +39.7% | +39.3% |
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