+235.7%
SOXL vs OVV
+54.1%
+181.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | +3.0% | +14.7% | +15.6% |
| 7D | -1.0% | +1.2% | -2.2% | -0.5% |
| 30D | -48.6% | -2.5% | -46.0% | -47.3% |
| 3M | -50.3% | +0.5% | -50.8% | -51.4% |
| 6M | -65.3% | +8.5% | -73.8% | -69.2% |
| YTD | +57.2% | +64.5% | -7.2% | -17.0% |
| 1Y | +58.0% | +64.7% | -6.6% | -18.1% |
| All | +235.7% | +54.1% | +181.6% | +94.3% |
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 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