+149.9%
XLE vs OVV
+84.0%
+65.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | -12.0% | -16.7% | +4.7% | -3.9% |
| 30D | -2.7% | -1.5% | -1.2% | -2.0% |
| 3M | +6.6% | +1.6% | +5.0% | +5.6% |
| 6M | +9.5% | +2.0% | +7.5% | +8.0% |
| YTD | +40.6% | +56.8% | -16.3% | +12.2% |
| 1Y | +43.6% | +64.8% | -21.2% | +11.7% |
| 3Y | +58.1% | +38.3% | +19.8% | +28.9% |
| All | +149.9% | +84.0% | +65.9% | +70.8% |
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