+1,418.0%
QLD vs OVV
+48.9%
+1,369.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | 0.0% | +6.8% | +6.8% |
| 7D | -1.4% | -10.7% | +9.3% | +1.4% |
| 30D | -19.6% | -5.3% | -14.3% | -18.7% |
| 3M | -14.1% | +2.4% | -16.5% | -15.2% |
| 6M | -13.6% | +5.7% | -19.3% | -15.9% |
| YTD | +12.5% | +56.8% | -44.2% | -2.3% |
| 1Y | +13.1% | +59.3% | -46.1% | -2.5% |
| 3Y | +154.7% | +49.0% | +105.7% | +119.9% |
| 5Y | +81.1% | +88.1% | -7.0% | +43.1% |
| 10Y | +1,418.0% | +42.5% | +1,375.4% | +861.7% |
| All | +1,418.0% | +48.9% | +1,369.1% | +861.7% |
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