+121.0%
QLD vs OVV
+160.2%
-39.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.9% |
| 7D | +0.6% | +0.3% | +0.3% | +0.4% |
| 30D | -0.1% | +11.7% | -11.9% | -3.7% |
| 3M | -8.4% | +9.8% | -18.2% | -11.7% |
| 6M | +32.2% | +26.6% | +5.6% | +19.7% |
| YTD | +28.9% | +67.0% | -38.1% | +5.2% |
| 1Y | +43.8% | +55.9% | -12.1% | +19.4% |
| 3Y | +176.6% | +45.5% | +131.1% | +126.8% |
| All | +121.0% | +160.2% | -39.1% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling