+774.4%
XLE vs OVV
+162.8%
+611.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.1% |
| 7D | +2.2% | +0.3% | +1.9% | +2.1% |
| 30D | +11.8% | +11.7% | 0.0% | +6.4% |
| 3M | +9.8% | +9.8% | 0.0% | +5.2% |
| 6M | +15.6% | +26.6% | -11.0% | +3.8% |
| YTD | +45.3% | +67.0% | -21.8% | +15.2% |
| 1Y | +48.3% | +55.9% | -7.6% | +20.6% |
| 3Y | +55.4% | +45.5% | +9.9% | +26.5% |
| 5Y | +216.1% | +157.3% | +58.7% | +89.3% |
| 10Y | +178.4% | +65.0% | +113.4% | +26.7% |
| All | +774.4% | +162.8% | +611.6% | +122.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling