-5.8%
XLC vs OVV
+75.2%
-81.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.6% | +9.1% | +2.9% |
| 7D | +1.8% | -12.1% | +13.9% | +0.5% |
| 30D | -6.0% | +2.9% | -8.8% | -5.7% |
| 3M | -6.0% | +3.7% | -9.7% | -5.6% |
| 6M | -9.1% | +0.6% | -9.7% | -8.6% |
| YTD | -10.0% | +62.5% | -72.5% | -8.8% |
| 1Y | -5.8% | +72.0% | -77.8% | -4.3% |
| All | -5.8% | +75.2% | -81.0% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling