+170.7%
XLE vs OVV
+54.2%
+116.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.5% |
| 7D | 0.0% | -3.7% | +3.7% | +1.5% |
| 30D | +12.6% | +8.0% | +4.7% | +9.3% |
| 3M | +11.8% | +11.3% | +0.6% | +7.1% |
| 6M | +16.1% | +24.0% | -7.9% | +6.4% |
| YTD | +46.9% | +65.3% | -18.5% | +20.1% |
| 1Y | +53.3% | +60.2% | -6.9% | +26.4% |
| 3Y | +54.9% | +46.9% | +8.0% | +29.1% |
| 5Y | +225.7% | +158.7% | +67.0% | +112.0% |
| 10Y | +170.7% | +50.8% | +119.8% | +41.2% |
| All | +170.7% | +54.2% | +116.5% | +41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling