+659.2%
XLB vs OVV
+146.7%
+512.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -1.5% | -16.7% | +15.2% | +2.6% |
| 30D | +6.1% | -1.5% | +7.6% | +6.2% |
| 3M | 0.0% | +1.6% | -1.5% | -0.8% |
| 6M | 0.0% | +2.0% | -2.1% | -1.6% |
| YTD | +16.0% | +56.8% | -40.8% | +2.3% |
| 1Y | +24.7% | +64.8% | -40.1% | +8.5% |
| 3Y | +40.4% | +38.3% | +2.1% | +23.8% |
| 5Y | +30.7% | +84.9% | -54.2% | +1.4% |
| 10Y | +173.3% | +54.5% | +118.7% | +61.5% |
| All | +659.2% | +146.7% | +512.5% | +232.2% |
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