+1,351.8%
QLD vs OVV
+50.1%
+1,301.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.2% | +2.7% |
| 7D | -10.3% | -16.7% | +6.4% | -6.2% |
| 30D | -26.1% | -1.5% | -24.6% | -26.0% |
| 3M | -17.8% | +1.6% | -19.3% | -18.6% |
| 6M | -15.6% | +2.0% | -17.6% | -17.1% |
| YTD | +5.4% | +56.8% | -51.4% | -8.6% |
| 1Y | +5.2% | +64.8% | -59.6% | -10.2% |
| 3Y | +139.4% | +38.3% | +101.2% | +110.5% |
| 5Y | +66.7% | +84.9% | -18.2% | +32.2% |
| All | +1,351.8% | +50.1% | +1,301.7% | +817.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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