+35.8%
XLC vs OVV
+84.0%
-48.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.5% |
| 7D | +4.9% | -16.7% | +21.6% | +7.2% |
| 30D | -5.8% | -1.5% | -4.3% | -5.8% |
| 3M | -5.4% | +1.6% | -7.0% | -6.0% |
| 6M | -10.2% | +2.0% | -12.2% | -11.0% |
| YTD | -10.2% | +56.8% | -67.0% | -17.0% |
| 1Y | -5.6% | +64.8% | -70.5% | -13.6% |
| 3Y | +61.0% | +38.3% | +22.7% | +48.1% |
| All | +35.8% | +84.0% | -48.2% | +16.3% |
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 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