+150.2%
XLE vs OVV
+85.0%
+65.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -7.9% | -10.7% | +2.8% | -2.6% |
| 30D | -4.8% | -5.3% | +0.5% | -2.3% |
| 3M | +8.4% | +2.4% | +6.0% | +6.9% |
| 6M | +12.7% | +5.7% | +7.0% | +9.2% |
| YTD | +41.3% | +56.8% | -15.5% | +12.8% |
| 1Y | +42.3% | +59.3% | -17.0% | +12.5% |
| 3Y | +65.1% | +49.0% | +16.1% | +30.0% |
| 5Y | +150.2% | +88.1% | +62.1% | +69.2% |
| All | +150.2% | +85.0% | +65.2% | +69.2% |
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