+133.5%
QLD vs OVV
+35.0%
+98.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.9% | -9.9% | -12.0% |
| 7D | -18.6% | -14.9% | -3.7% | -15.2% |
| 30D | -28.3% | -0.9% | -27.4% | -28.4% |
| 3M | -20.4% | +5.6% | -26.0% | -22.4% |
| 6M | -14.3% | -2.5% | -11.8% | -14.9% |
| YTD | +2.8% | +57.8% | -55.1% | -17.3% |
| 1Y | -1.2% | +70.1% | -71.3% | -23.8% |
| All | +133.5% | +35.0% | +98.5% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling