-3.7%
XLC vs OVV
+65.7%
-69.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.3% | +1.1% |
| 7D | +3.5% | +1.2% | +2.2% | +3.6% |
| 30D | -2.6% | -2.5% | 0.0% | -2.8% |
| 3M | -2.1% | +0.5% | -2.6% | -2.0% |
| 6M | -5.5% | +8.5% | -14.0% | -4.5% |
| YTD | -6.9% | +64.5% | -71.4% | -6.0% |
| 1Y | -3.7% | +64.7% | -68.4% | -2.6% |
| All | -3.7% | +65.7% | -69.4% | -2.6% |
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