+768.4%
VLO vs OVV
+50.1%
+718.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -1.1% |
| 7D | -13.3% | -16.7% | +3.3% | -7.4% |
| 30D | -18.3% | -1.5% | -16.8% | -17.8% |
| 3M | +14.3% | +1.6% | +12.8% | +13.6% |
| 6M | +47.6% | +2.0% | +45.6% | +46.1% |
| YTD | +116.0% | +56.8% | +59.2% | +83.1% |
| 1Y | +101.0% | +64.8% | +36.2% | +67.1% |
| 3Y | +199.0% | +38.3% | +160.8% | +160.4% |
| 5Y | +419.0% | +84.9% | +334.2% | +298.1% |
| All | +768.4% | +50.1% | +718.3% | +408.1% |
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