+37.7%
XLC vs OVV
+160.2%
-122.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | -1.0% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | +1.0% | +11.7% | -10.7% | -0.5% |
| 3M | -0.7% | +9.8% | -10.5% | -2.1% |
| 6M | -5.1% | +26.6% | -31.7% | -8.8% |
| YTD | -4.3% | +67.0% | -71.3% | -11.8% |
| 1Y | -0.6% | +55.9% | -56.5% | -7.7% |
| 3Y | +72.7% | +45.5% | +27.2% | +58.3% |
| All | +37.7% | +160.2% | -122.5% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling