+683.6%
XEL vs OVV
+162.8%
+520.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.7% |
| 7D | -1.0% | +0.3% | -1.2% | -1.0% |
| 30D | -1.9% | +11.7% | -13.6% | -2.8% |
| 3M | -1.9% | +9.8% | -11.7% | -2.7% |
| 6M | -7.4% | +26.6% | -34.0% | -9.4% |
| YTD | +4.1% | +67.0% | -63.0% | -0.3% |
| 1Y | +8.0% | +55.9% | -47.9% | +3.9% |
| 3Y | +48.4% | +45.5% | +2.9% | +41.8% |
| 5Y | +27.2% | +157.3% | -130.1% | +13.4% |
| 10Y | +146.8% | +65.0% | +81.8% | +99.3% |
| All | +683.6% | +162.8% | +520.8% | +209.9% |
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