+7,256.1%
QLD vs OVV
-21.4%
+7,277.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.9% | -9.9% | -11.8% |
| 7D | -18.6% | -14.9% | -3.7% | -14.3% |
| 30D | -28.3% | -0.9% | -27.4% | -28.3% |
| 3M | -20.4% | +5.6% | -26.0% | -22.5% |
| 6M | -14.3% | -2.5% | -11.8% | -15.2% |
| YTD | +2.8% | +57.8% | -55.1% | -14.7% |
| 1Y | -1.2% | +70.1% | -71.3% | -20.4% |
| 3Y | +135.3% | +35.1% | +100.2% | +100.3% |
| 5Y | +62.6% | +86.1% | -23.5% | +17.2% |
| 10Y | +1,384.3% | +55.5% | +1,328.8% | +642.0% |
| All | +7,256.1% | -21.4% | +7,277.5% | +4,169.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling